+90.5%
WFC vs MNST
+97.2%
-6.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.7% | -4.7% | +6.5% | +2.8% |
| 30D | +6.8% | +5.2% | +1.6% | +5.6% |
| 3M | -3.0% | -0.9% | -2.1% | -2.9% |
| 6M | +15.4% | +6.1% | +9.3% | +13.5% |
| YTD | -5.9% | +18.9% | -24.8% | -10.5% |
| 1Y | +1.7% | +29.3% | -27.7% | -5.6% |
| 3Y | +124.9% | +64.9% | +60.0% | +92.1% |
| 5Y | +90.5% | +98.0% | -7.5% | +41.4% |
| All | +90.5% | +97.2% | -6.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling