+138.1%
WFC vs MNST
+241.8%
-103.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.8% | -6.5% | +10.3% | +6.1% |
| 30D | +1.5% | -7.2% | +8.7% | +3.9% |
| 3M | +10.9% | -1.0% | +11.9% | +10.9% |
| 6M | +8.4% | +11.5% | -3.1% | +3.4% |
| YTD | -1.9% | +14.3% | -16.2% | -7.5% |
| 1Y | +12.3% | +38.1% | -25.8% | -1.7% |
| 3Y | +132.3% | +55.0% | +77.3% | +90.9% |
| 5Y | +130.1% | +79.6% | +50.4% | +73.9% |
| All | +138.1% | +241.8% | -103.7% | +56.3% |
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