+250.9%
MNST vs EVRG
+114.4%
+136.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -4.5% | -0.5% | -3.9% | -4.4% |
| 3M | -2.5% | +1.5% | -4.0% | -3.1% |
| 6M | +14.1% | +1.2% | +13.0% | +13.3% |
| YTD | +12.6% | +16.3% | -3.8% | +5.8% |
| 1Y | +36.9% | +20.3% | +16.7% | +26.9% |
| 3Y | +53.1% | +72.3% | -19.2% | +22.3% |
| 5Y | +78.2% | +46.7% | +31.5% | +50.3% |
| All | +250.9% | +114.4% | +136.6% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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