+303.0%
MNST vs EMR
+312.7%
-9.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -3.4% | -1.6% | -1.9% | -3.0% |
| 30D | +6.6% | +2.0% | +4.7% | +5.9% |
| 3M | -2.9% | +3.8% | -6.7% | -4.2% |
| 6M | +18.4% | +10.5% | +7.9% | +14.3% |
| YTD | +19.3% | +23.7% | -4.4% | +10.5% |
| 1Y | +37.9% | +25.4% | +12.5% | +27.0% |
| 3Y | +62.9% | +86.6% | -23.7% | +27.2% |
| 5Y | +99.6% | +83.0% | +16.6% | +55.0% |
| All | +303.0% | +312.7% | -9.7% | +181.8% |
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