+544.6%
ETN vs MNST
+344.7%
+199.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -2.3% |
| 7D | +3.6% | +1.6% | +2.0% | +3.0% |
| 30D | -13.4% | +5.1% | -18.5% | -15.3% |
| 3M | -21.9% | -0.5% | -21.4% | -22.5% |
| 6M | -12.8% | +8.1% | -20.9% | -16.6% |
| YTD | +12.1% | +21.2% | -9.1% | +2.1% |
| 1Y | +0.8% | +30.7% | -29.9% | -10.9% |
| 3Y | +64.5% | +67.3% | -2.8% | +28.4% |
| 5Y | +121.7% | +101.9% | +19.9% | +56.0% |
| All | +544.6% | +344.7% | +199.9% | +263.1% |
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