+5,026.0%
MNST vs ET
+1,310.3%
+3,715.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +2.5% | -0.9% | +1.2% |
| 30D | +5.1% | -2.5% | +7.5% | +5.4% |
| 3M | -0.5% | -4.9% | +4.4% | +0.2% |
| 6M | +8.1% | -0.1% | +8.2% | +7.9% |
| YTD | +21.2% | +26.2% | -5.0% | +16.4% |
| 1Y | +30.7% | +25.2% | +5.6% | +25.7% |
| 3Y | +67.3% | +84.2% | -16.9% | +49.7% |
| 5Y | +101.9% | +216.1% | -114.2% | +64.1% |
| 10Y | +343.3% | +160.7% | +182.7% | +250.8% |
| All | +5,026.0% | +1,310.3% | +3,715.8% | +1,297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling