+62.9%
MNST vs EMB
+28.2%
+34.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | +6.6% | +1.3% | +5.3% | +5.7% |
| 3M | -2.9% | -2.7% | -0.2% | -1.1% |
| 6M | +18.4% | -2.8% | +21.3% | +20.7% |
| YTD | +19.3% | -1.1% | +20.4% | +20.3% |
| 1Y | +37.9% | 0.0% | +37.9% | +38.3% |
| 3Y | +62.9% | +28.8% | +34.1% | +48.0% |
| All | +62.9% | +28.2% | +34.7% | +48.0% |
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