+91.0%
EEM vs MNST
+55.7%
+35.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.3% | -6.5% | +8.8% | +3.2% |
| 30D | +4.5% | -7.2% | +11.8% | +5.4% |
| 3M | -0.1% | -1.0% | +1.0% | -0.3% |
| 6M | +16.9% | +11.5% | +5.5% | +14.2% |
| YTD | +26.2% | +14.3% | +11.9% | +23.0% |
| 1Y | +40.5% | +38.1% | +2.4% | +33.7% |
| All | +91.0% | +55.7% | +35.3% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling