+303.0%
MNST vs EIX
+29.5%
+273.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.8% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | +6.6% | +9.1% | -2.5% | +4.4% |
| 3M | -2.9% | -10.2% | +7.3% | -1.5% |
| 6M | +18.4% | -11.2% | +29.7% | +20.3% |
| YTD | +19.3% | +4.5% | +14.8% | +15.7% |
| 1Y | +37.9% | +10.9% | +27.0% | +31.6% |
| 3Y | +62.9% | +8.4% | +54.5% | +52.9% |
| 5Y | +99.6% | +18.0% | +81.6% | +81.2% |
| All | +303.0% | +29.5% | +273.5% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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