+125.4%
WDAY vs MNST
+301.8%
-176.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -1.6% |
| 7D | -2.5% | -3.4% | +0.9% | -1.0% |
| 30D | +4.7% | +6.6% | -1.9% | +1.7% |
| 3M | +13.3% | -2.9% | +16.2% | +14.5% |
| 6M | +57.3% | +18.4% | +38.9% | +44.2% |
| YTD | -10.2% | +19.3% | -29.5% | -18.8% |
| 1Y | -14.1% | +37.9% | -52.0% | -28.0% |
| 3Y | -11.7% | +62.9% | -74.6% | -33.7% |
| 5Y | -33.5% | +99.6% | -133.0% | -55.7% |
| All | +125.4% | +301.8% | -176.4% | +14.3% |
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