+84.2%
MNST vs EMR
+60.6%
+23.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -6.5% | -1.5% | -5.0% | -6.2% |
| 30D | -7.2% | -5.6% | -1.6% | -6.3% |
| 3M | -1.0% | +7.9% | -9.0% | -2.8% |
| 6M | +11.5% | +6.0% | +5.5% | +9.6% |
| YTD | +14.3% | +16.4% | -2.1% | +9.6% |
| 1Y | +38.1% | +16.6% | +21.5% | +31.8% |
| 3Y | +55.0% | +62.9% | -7.9% | +30.8% |
| All | +84.2% | +60.6% | +23.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling