+328.4%
MNST vs ES
+87.3%
+241.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +3.9% | +5.9% | -2.0% | +1.8% |
| 3M | -0.8% | -1.0% | +0.2% | -0.6% |
| 6M | +5.1% | +7.2% | -2.1% | +2.3% |
| YTD | +18.3% | +7.0% | +11.3% | +14.8% |
| 1Y | +29.5% | +0.5% | +29.0% | +27.9% |
| 3Y | +64.0% | +48.7% | +15.4% | +36.4% |
| 5Y | +97.2% | +1.9% | +95.2% | +88.6% |
| 10Y | +328.4% | +89.2% | +239.3% | +199.2% |
| All | +328.4% | +87.3% | +241.1% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling