+653.4%
WDC vs MNST
+316.3%
+337.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | -14.4% | -5.0% | -9.5% | -12.5% |
| 30D | -27.1% | +4.6% | -31.6% | -28.8% |
| 3M | -33.3% | +1.0% | -34.3% | -34.2% |
| 6M | -39.6% | +5.8% | -45.4% | -42.2% |
| YTD | +68.4% | +19.1% | +49.3% | +51.8% |
| 1Y | +78.2% | +30.9% | +47.2% | +53.4% |
| 3Y | +772.0% | +65.7% | +706.3% | +543.0% |
| 5Y | +584.9% | +99.0% | +485.9% | +343.9% |
| 10Y | +653.4% | +313.1% | +340.4% | +281.6% |
| All | +653.4% | +316.3% | +337.1% | +281.6% |
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