+313.1%
MNST vs ETR
+356.9%
-43.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -5.0% | +1.7% | -6.7% | -5.5% |
| 30D | +4.6% | +8.7% | -4.2% | +1.5% |
| 3M | +1.0% | +4.9% | -3.9% | -0.8% |
| 6M | +5.8% | +0.8% | +5.0% | +5.1% |
| YTD | +19.1% | +23.1% | -4.1% | +9.4% |
| 1Y | +30.9% | +17.9% | +13.0% | +22.2% |
| 3Y | +65.7% | +154.5% | -88.8% | +11.8% |
| 5Y | +99.0% | +160.3% | -61.3% | +30.7% |
| 10Y | +313.1% | +366.9% | -53.9% | +113.7% |
| All | +313.1% | +356.9% | -43.9% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling