+51.8%
MNST vs EQX
+164.6%
-112.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.6% | +0.7% |
| 7D | -2.2% | -7.0% | +4.8% | -2.1% |
| 30D | -5.4% | +4.8% | -10.2% | -5.5% |
| 3M | -5.5% | +25.6% | -31.2% | -6.1% |
| 6M | +12.4% | -25.8% | +38.2% | +13.1% |
| YTD | +12.4% | -12.7% | +25.1% | +12.7% |
| 1Y | +37.2% | +14.1% | +23.1% | +36.6% |
| All | +51.8% | +164.6% | -112.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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