+313.1%
MNST vs EAT
+375.0%
-61.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -5.0% | -3.9% | -1.0% | -4.5% |
| 30D | +4.6% | +5.0% | -0.4% | +3.8% |
| 3M | +1.0% | -9.6% | +10.6% | +1.8% |
| 6M | +5.8% | +46.8% | -41.0% | +0.5% |
| YTD | +19.1% | +41.8% | -22.8% | +12.9% |
| 1Y | +30.9% | +98.3% | -67.4% | +19.1% |
| 3Y | +65.7% | +503.1% | -437.3% | +26.8% |
| 5Y | +99.0% | +356.7% | -257.7% | +53.2% |
| 10Y | +313.1% | +349.8% | -36.7% | +184.1% |
| All | +313.1% | +375.0% | -61.9% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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