+2,171.4%
MNST vs EMB
+132.1%
+2,039.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | -1.0% | -0.4% | -0.6% | -0.8% |
| 6M | +11.5% | +0.1% | +11.4% | +11.5% |
| YTD | +14.3% | +1.6% | +12.7% | +13.3% |
| 1Y | +38.1% | +5.6% | +32.5% | +33.7% |
| 3Y | +55.0% | +29.8% | +25.1% | +32.3% |
| 5Y | +79.6% | +7.3% | +72.4% | +71.1% |
| 10Y | +241.8% | +30.4% | +211.4% | +197.2% |
| All | +2,171.4% | +132.1% | +2,039.3% | +1,414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling