+240.4%
MNST vs EMR
+268.7%
-28.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.1% | +3.1% | -7.2% | -4.9% |
| 30D | -4.5% | -3.5% | -1.0% | -3.6% |
| 3M | -2.5% | +9.8% | -12.2% | -5.4% |
| 6M | +14.1% | +10.8% | +3.4% | +9.9% |
| YTD | +12.6% | +15.9% | -3.4% | +6.3% |
| 1Y | +36.9% | +16.4% | +20.5% | +28.4% |
| 3Y | +53.1% | +62.1% | -9.0% | +25.1% |
| 5Y | +78.2% | +62.9% | +15.3% | +43.3% |
| 10Y | +240.4% | +267.8% | -27.4% | +114.3% |
| All | +240.4% | +268.7% | -28.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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