+82.0%
MNST vs EQX
+83.7%
-1.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.8% |
| 30D | -5.6% | +7.8% | -13.4% | -6.0% |
| 3M | -5.7% | +21.3% | -27.0% | -6.8% |
| 6M | +12.0% | -22.4% | +34.4% | +13.1% |
| YTD | +13.2% | -11.3% | +24.5% | +13.2% |
| 1Y | +36.1% | +13.5% | +22.5% | +33.7% |
| 3Y | +52.9% | +162.1% | -109.3% | +38.6% |
| All | +82.0% | +83.7% | -1.7% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling