+534.7%
WMT vs MNST
+336.2%
+198.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | -4.7% | +3.5% | 0.0% |
| 30D | +12.4% | +5.2% | +7.2% | +11.0% |
| 3M | +9.0% | -0.9% | +9.9% | +9.2% |
| 6M | -3.0% | +6.1% | -9.1% | -4.6% |
| YTD | +14.0% | +18.9% | -4.9% | +8.4% |
| 1Y | +23.0% | +29.3% | -6.3% | +14.3% |
| 3Y | +135.1% | +64.9% | +70.2% | +102.7% |
| 5Y | +172.7% | +98.0% | +74.7% | +120.6% |
| All | +534.7% | +336.2% | +198.5% | +327.2% |
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