+328.4%
MNST vs AEM
+356.4%
-27.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.2% |
| 7D | -3.9% | +13.9% | -17.8% | -5.0% |
| 30D | +3.9% | +0.8% | +3.1% | +3.7% |
| 3M | -0.8% | +5.8% | -6.6% | -1.6% |
| 6M | +5.1% | -1.0% | +6.0% | +4.6% |
| YTD | +18.3% | +13.1% | +5.2% | +16.2% |
| 1Y | +29.5% | +14.4% | +15.1% | +26.9% |
| 3Y | +64.0% | +325.7% | -261.7% | +41.1% |
| 5Y | +97.2% | +273.7% | -176.6% | +69.1% |
| 10Y | +328.4% | +390.1% | -61.7% | +261.8% |
| All | +328.4% | +356.4% | -27.9% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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