+18.9%
WBD vs MNST
+288.7%
-269.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +24.8% | +11.7% | +25.3% |
| 7D | +36.5% | +24.8% | +11.7% | +25.3% |
| 30D | +36.5% | +24.8% | +11.7% | +25.3% |
| 3M | +36.5% | +24.8% | +11.7% | +25.3% |
| 6M | +36.5% | +24.8% | +11.7% | +25.3% |
| YTD | +36.5% | +24.8% | +11.7% | +25.3% |
| 1Y | +63.0% | +29.6% | +33.4% | +47.2% |
| 3Y | +206.7% | +73.7% | +133.0% | +148.9% |
| 5Y | +18.4% | +94.3% | -76.0% | -8.1% |
| All | +18.9% | +288.7% | -269.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling