+99.0%
MNST vs EME
+407.9%
-309.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.3% | -7.5% | -0.7% |
| 7D | -5.0% | -4.4% | -0.6% | -4.7% |
| 30D | +4.6% | -17.3% | +21.8% | +6.1% |
| 3M | +1.0% | -20.0% | +21.1% | +2.6% |
| 6M | +5.8% | -29.1% | +34.9% | +8.7% |
| YTD | +19.1% | +6.9% | +12.1% | +15.9% |
| 1Y | +30.9% | +0.8% | +30.1% | +28.3% |
| 3Y | +65.7% | +214.4% | -148.7% | +14.2% |
| 5Y | +99.0% | +404.2% | -305.2% | +9.5% |
| All | +99.0% | +407.9% | -309.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling