+548,301.9%
MNST vs ES
+1,243.3%
+547,058.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -7.2% | -2.0% | -5.3% | -6.7% |
| 3M | -1.0% | +1.7% | -2.7% | -1.5% |
| 6M | +11.5% | -3.5% | +15.0% | +12.3% |
| YTD | +14.3% | +7.9% | +6.4% | +11.5% |
| 1Y | +38.1% | +17.2% | +21.0% | +31.2% |
| 3Y | +55.0% | +29.3% | +25.7% | +41.3% |
| 5Y | +79.6% | -5.7% | +85.4% | +77.3% |
| 10Y | +241.8% | +85.2% | +156.6% | +181.0% |
| All | +548,301.9% | +1,243.3% | +547,058.6% | +286,513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling