+123.9%
WDAY vs MNST
+316.3%
-192.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.0% | -5.0% | +1.0% | -1.8% |
| 30D | +1.9% | +4.6% | -2.6% | -0.1% |
| 3M | +5.9% | +1.0% | +4.9% | +5.3% |
| 6M | +48.8% | +5.8% | +43.0% | +44.6% |
| YTD | -11.4% | +19.1% | -30.5% | -19.9% |
| 1Y | -15.5% | +30.9% | -46.4% | -27.3% |
| 3Y | -15.6% | +65.7% | -81.4% | -37.3% |
| 5Y | -35.2% | +99.0% | -134.1% | -56.8% |
| 10Y | +123.9% | +313.1% | -189.2% | +13.2% |
| All | +123.9% | +316.3% | -192.5% | +13.2% |
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