+251.4%
MNST vs EQX
+244.1%
+7.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -3.6% | +1.7% | -5.3% | -3.6% |
| 30D | -6.3% | +11.1% | -17.4% | -6.8% |
| 3M | -5.0% | +23.1% | -28.1% | -6.2% |
| 6M | +13.1% | -21.8% | +35.0% | +14.1% |
| YTD | +11.8% | -8.1% | +19.8% | +11.5% |
| 1Y | +35.2% | +29.7% | +5.6% | +32.0% |
| 3Y | +52.0% | +179.9% | -127.9% | +38.9% |
| 5Y | +77.9% | +82.5% | -4.7% | +61.2% |
| All | +251.4% | +244.1% | +7.3% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling