+124.9%
WFC vs MNST
+64.0%
+60.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | -3.9% | +4.8% | +1.2% |
| 30D | +3.3% | +3.9% | -0.6% | +3.0% |
| 3M | -1.4% | -0.8% | -0.6% | -1.4% |
| 6M | +14.7% | +5.1% | +9.6% | +14.3% |
| YTD | -5.9% | +18.3% | -24.2% | -7.2% |
| 1Y | +1.8% | +29.5% | -27.6% | -0.6% |
| 3Y | +124.9% | +64.0% | +60.9% | +115.8% |
| All | +124.9% | +64.0% | +60.9% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling