+67.3%
MNST vs EAT
+476.7%
-409.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.6% | -4.0% | +5.6% | +1.8% |
| 30D | +5.1% | -2.9% | +8.0% | +5.2% |
| 3M | -0.5% | -16.9% | +16.4% | +0.3% |
| 6M | +8.1% | +57.0% | -48.8% | +5.7% |
| YTD | +21.2% | +38.2% | -17.0% | +19.0% |
| 1Y | +30.7% | +69.3% | -38.6% | +27.2% |
| 3Y | +67.3% | +483.0% | -415.7% | +50.7% |
| All | +67.3% | +476.7% | -409.4% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling