+598,486.6%
MNST vs ES
+1,275.7%
+597,210.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.4% |
| 7D | +3.2% | +5.9% | -2.7% | +1.6% |
| 30D | +10.6% | +10.2% | +0.4% | +7.7% |
| 3M | +1.3% | +0.4% | +0.9% | +1.0% |
| 6M | +26.2% | +6.9% | +19.3% | +23.6% |
| YTD | +24.8% | +10.5% | +14.3% | +20.9% |
| 1Y | +40.9% | +3.2% | +37.7% | +38.7% |
| 3Y | +72.2% | +49.0% | +23.1% | +51.0% |
| 5Y | +108.8% | +4.5% | +104.3% | +100.4% |
| 10Y | +324.4% | +92.3% | +232.1% | +245.3% |
| All | +598,486.6% | +1,275.7% | +597,210.9% | +310,438.7% |
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