+99.8%
MNST vs EMB
+7.3%
+92.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +2.3% |
| 30D | +5.1% | +0.4% | +4.7% | +4.8% |
| 3M | -0.5% | -3.1% | +2.6% | +1.8% |
| 6M | +8.1% | -2.1% | +10.2% | +9.7% |
| YTD | +21.2% | -1.1% | +22.3% | +22.2% |
| 1Y | +30.7% | -0.1% | +30.8% | +30.9% |
| 3Y | +67.3% | +29.6% | +37.7% | +39.7% |
| All | +99.8% | +7.3% | +92.6% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling