+464,094.9%
MNST vs EME
+61,143.5%
+402,951.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -6.5% | +1.9% | -8.4% | -6.9% |
| 30D | -7.2% | -8.3% | +1.1% | -5.6% |
| 3M | -1.0% | -10.7% | +9.7% | +0.4% |
| 6M | +11.5% | +1.9% | +9.6% | +9.3% |
| YTD | +14.3% | +23.5% | -9.2% | +6.7% |
| 1Y | +38.1% | +18.0% | +20.2% | +28.9% |
| 3Y | +55.0% | +236.1% | -181.1% | +7.5% |
| 5Y | +79.6% | +527.9% | -448.3% | +5.3% |
| 10Y | +241.8% | +1,252.8% | -1,011.0% | +58.5% |
| All | +464,094.9% | +61,143.5% | +402,951.4% | +97,499.8% |
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