+101.3%
MNST vs ETR
+152.2%
-50.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +6.6% | +7.5% | -0.9% | +4.8% |
| 3M | -2.9% | +4.4% | -7.3% | -4.0% |
| 6M | +18.4% | -1.5% | +20.0% | +18.7% |
| YTD | +19.3% | +21.8% | -2.5% | +12.6% |
| 1Y | +37.9% | +18.4% | +19.5% | +31.2% |
| 3Y | +62.9% | +148.5% | -85.6% | +20.9% |
| All | +101.3% | +152.2% | -50.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling