+85.7%
WFC vs MNST
+100.5%
-14.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | 0.0% |
| 7D | +0.6% | -3.4% | +4.1% | +1.4% |
| 30D | +4.6% | +6.6% | -2.0% | +3.1% |
| 3M | -3.6% | -2.9% | -0.7% | -3.1% |
| 6M | +5.6% | +18.4% | -12.9% | +0.9% |
| YTD | -8.5% | +19.3% | -27.7% | -12.9% |
| 1Y | -0.3% | +37.9% | -38.2% | -9.1% |
| 3Y | +116.4% | +62.9% | +53.6% | +86.1% |
| All | +85.7% | +100.5% | -14.8% | +36.4% |
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