+99.8%
MNST vs EMR
+87.8%
+12.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | +2.8% | -1.2% | +1.1% |
| 30D | +5.1% | +3.7% | +1.4% | +4.3% |
| 3M | -0.5% | +2.0% | -2.5% | -1.0% |
| 6M | +8.1% | +22.1% | -14.0% | +3.5% |
| YTD | +21.2% | +27.2% | -6.0% | +14.2% |
| 1Y | +30.7% | +32.0% | -1.3% | +22.0% |
| 3Y | +67.3% | +103.3% | -36.0% | +31.4% |
| All | +99.8% | +87.8% | +12.1% | +61.8% |
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 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