+8,042.8%
WFC vs MNST
+572,080.2%
-564,037.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.8% |
| 7D | +0.6% | -3.4% | +4.1% | +0.8% |
| 30D | +4.6% | +6.6% | -2.0% | +4.2% |
| 3M | -3.6% | -2.9% | -0.7% | -3.5% |
| 6M | +5.6% | +18.4% | -12.9% | +4.5% |
| YTD | -8.5% | +19.3% | -27.7% | -9.5% |
| 1Y | -0.3% | +37.9% | -38.2% | -2.2% |
| 3Y | +116.4% | +62.9% | +53.6% | +109.9% |
| 5Y | +87.2% | +99.6% | -12.3% | +79.5% |
| 10Y | +145.8% | +305.7% | -159.9% | +127.6% |
| All | +8,042.8% | +572,080.2% | -564,037.4% | +6,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling