+45.8%
MNST vs ETR
+18.4%
+27.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +3.1% |
| 7D | +6.8% | +3.7% | +3.0% | +6.5% |
| 30D | +12.0% | +11.0% | +1.1% | +11.3% |
| 3M | +3.5% | +3.4% | +0.1% | +3.2% |
| 6M | +29.7% | -3.3% | +32.9% | +30.2% |
| YTD | +27.2% | +23.3% | +3.9% | +25.2% |
| 1Y | +45.8% | +19.2% | +26.6% | +44.7% |
| All | +45.8% | +18.4% | +27.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling