+117.9%
WFC vs MNST
+328.4%
-210.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -6.9% | +5.6% | +1.1% |
| 30D | +3.6% | +3.7% | -0.2% | +2.2% |
| 3M | -1.3% | -0.3% | -1.0% | -1.5% |
| 6M | +18.0% | +5.1% | +12.9% | +15.4% |
| YTD | -5.9% | +18.4% | -24.3% | -12.6% |
| 1Y | +1.8% | +26.3% | -24.5% | -7.9% |
| 3Y | +125.0% | +64.3% | +60.8% | +80.1% |
| 5Y | +92.0% | +96.8% | -4.9% | +38.7% |
| 10Y | +117.9% | +333.2% | -215.3% | +34.8% |
| All | +117.9% | +328.4% | -210.5% | +34.8% |
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