+109.6%
EEM vs MNST
+316.3%
-206.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -0.1% | -5.0% | +4.8% | +1.3% |
| 30D | -8.6% | +4.6% | -13.2% | -10.0% |
| 3M | -7.0% | +1.0% | -8.0% | -7.7% |
| 6M | -9.7% | +5.8% | -15.5% | -12.0% |
| YTD | +12.1% | +19.1% | -6.9% | +4.9% |
| 1Y | +14.1% | +30.9% | -16.8% | +3.4% |
| 3Y | +72.1% | +65.7% | +6.4% | +41.9% |
| 5Y | +34.1% | +99.0% | -64.9% | +1.2% |
| 10Y | +109.6% | +313.1% | -203.5% | +29.7% |
| All | +109.6% | +316.3% | -206.7% | +29.7% |
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