+78.2%
MNST vs ET
+235.7%
-157.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -4.5% | +6.9% | -11.3% | -5.2% |
| 3M | -2.5% | +13.1% | -15.5% | -3.9% |
| 6M | +14.1% | +18.7% | -4.6% | +11.6% |
| YTD | +12.6% | +37.4% | -24.9% | +7.8% |
| 1Y | +36.9% | +34.8% | +2.1% | +31.5% |
| 3Y | +53.1% | +96.8% | -43.7% | +36.5% |
| 5Y | +78.2% | +238.2% | -160.0% | +46.2% |
| All | +78.2% | +235.7% | -157.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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