+480,832.2%
MNST vs EME
+54,073.4%
+426,758.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | -6.9% | +4.3% | -11.2% | -7.9% |
| 30D | +3.7% | -14.4% | +18.1% | +6.9% |
| 3M | -0.3% | -18.3% | +18.0% | +3.4% |
| 6M | +5.1% | -28.3% | +33.4% | +11.2% |
| YTD | +18.4% | +9.2% | +9.2% | +12.8% |
| 1Y | +26.3% | +4.3% | +22.0% | +21.4% |
| 3Y | +64.3% | +218.6% | -154.4% | +14.4% |
| 5Y | +96.8% | +421.0% | -324.2% | +19.9% |
| 10Y | +333.2% | +928.3% | -595.1% | +113.2% |
| All | +480,832.2% | +54,073.4% | +426,758.8% | +103,089.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling