+51.8%
MNST vs EQH
+97.5%
-45.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.2% | -1.8% | -0.5% | -2.0% |
| 30D | -5.4% | +2.4% | -7.8% | -5.6% |
| 3M | -5.5% | +26.3% | -31.8% | -8.1% |
| 6M | +12.4% | +35.8% | -23.5% | +8.2% |
| YTD | +12.4% | +12.7% | -0.3% | +10.3% |
| 1Y | +37.2% | +2.5% | +34.7% | +36.2% |
| All | +51.8% | +97.5% | -45.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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