+63.5%
MNST vs EMB
+31.1%
+32.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.9% | -0.4% | -6.5% | -6.6% |
| 30D | +3.7% | +1.5% | +2.2% | +2.7% |
| 3M | -0.3% | -1.6% | +1.3% | +0.8% |
| 6M | +5.1% | -1.5% | +6.6% | +6.1% |
| YTD | +18.4% | -0.1% | +18.5% | +18.6% |
| 1Y | +26.3% | +0.5% | +25.7% | +26.1% |
| All | +63.5% | +31.1% | +32.4% | +49.4% |
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