+64.1%
MNST vs EMR
+103.3%
-39.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.7% | +2.7% | -7.4% | -4.9% |
| 30D | +5.2% | +2.1% | +3.1% | +5.1% |
| 3M | -0.9% | +2.3% | -3.1% | -1.1% |
| 6M | +6.1% | +22.5% | -16.4% | +4.3% |
| YTD | +18.9% | +27.2% | -8.3% | +16.2% |
| 1Y | +29.3% | +28.0% | +1.3% | +26.3% |
| All | +64.1% | +103.3% | -39.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling