+56.6%
MNST vs EMB
+30.3%
+26.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -7.2% | -0.3% | -6.9% | -7.0% |
| 3M | -1.0% | -0.4% | -0.6% | -0.7% |
| 6M | +11.5% | +0.1% | +11.4% | +11.3% |
| YTD | +14.3% | +1.6% | +12.7% | +13.2% |
| 1Y | +38.1% | +5.6% | +32.5% | +33.5% |
| All | +56.6% | +30.3% | +26.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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