+62.9%
MNST vs EAT
+486.0%
-423.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.3% |
| 7D | -3.4% | -2.6% | -0.8% | -3.3% |
| 30D | +6.6% | +11.5% | -4.8% | +6.0% |
| 3M | -2.9% | -9.1% | +6.2% | -2.6% |
| 6M | +18.4% | +40.4% | -22.0% | +16.3% |
| YTD | +19.3% | +43.9% | -24.7% | +16.8% |
| 1Y | +37.9% | +101.9% | -64.0% | +33.1% |
| 3Y | +62.9% | +489.9% | -427.0% | +47.5% |
| All | +62.9% | +486.0% | -423.1% | +47.5% |
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