+82.0%
MNST vs EQH
+102.2%
-20.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -5.6% | +2.8% | -8.4% | -6.2% |
| 3M | -5.7% | +23.1% | -28.8% | -9.8% |
| 6M | +12.0% | +41.4% | -29.4% | +3.7% |
| YTD | +13.2% | +14.3% | -1.0% | +9.3% |
| 1Y | +36.1% | +1.6% | +34.5% | +34.6% |
| 3Y | +52.9% | +102.7% | -49.8% | +20.8% |
| All | +82.0% | +102.2% | -20.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling