+121.9%
EEM vs MNST
+336.2%
-214.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | +5.3% | -4.7% | +10.0% | +6.8% |
| 30D | -7.0% | +5.2% | -12.2% | -8.6% |
| 3M | -8.0% | -0.9% | -7.1% | -8.2% |
| 6M | -6.6% | +6.1% | -12.8% | -9.1% |
| YTD | +12.3% | +18.9% | -6.5% | +5.2% |
| 1Y | +12.2% | +29.3% | -17.2% | +2.2% |
| 3Y | +71.2% | +64.9% | +6.4% | +41.5% |
| 5Y | +32.2% | +98.0% | -65.8% | +0.1% |
| All | +121.9% | +336.2% | -214.3% | +37.2% |
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