+168.5%
WMT vs MNST
+100.5%
+68.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.7% |
| 7D | +1.6% | -3.4% | +5.0% | +2.5% |
| 30D | +16.1% | +6.6% | +9.4% | +14.5% |
| 3M | +12.3% | -2.9% | +15.2% | +12.9% |
| 6M | -3.1% | +18.4% | -21.5% | -6.9% |
| YTD | +13.4% | +19.3% | -5.9% | +8.5% |
| 1Y | +24.5% | +37.9% | -13.4% | +15.1% |
| 3Y | +135.7% | +62.9% | +72.8% | +108.5% |
| All | +168.5% | +100.5% | +68.1% | +121.6% |
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 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