+248.4%
MNST vs EME
+1,266.0%
-1,017.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -3.6% | +2.7% | -6.3% | -4.1% |
| 30D | -6.3% | -6.8% | +0.5% | -5.3% |
| 3M | -5.0% | -8.8% | +3.9% | -4.1% |
| 6M | +13.1% | +5.0% | +8.2% | +10.5% |
| YTD | +11.8% | +23.5% | -11.7% | +5.1% |
| 1Y | +35.2% | +21.3% | +13.9% | +26.1% |
| 3Y | +52.0% | +241.1% | -189.1% | +2.5% |
| 5Y | +77.9% | +549.2% | -471.3% | -3.1% |
| 10Y | +248.4% | +1,306.4% | -1,058.0% | +52.7% |
| All | +248.4% | +1,266.0% | -1,017.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling