+313.1%
MNST vs EW
+236.4%
+76.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -5.0% | +12.3% | -17.2% | -7.7% |
| 30D | +4.6% | +22.9% | -18.3% | -0.7% |
| 3M | +1.0% | +16.7% | -15.7% | -2.9% |
| 6M | +5.8% | +31.0% | -25.2% | -1.4% |
| YTD | +19.1% | +22.8% | -3.8% | +12.4% |
| 1Y | +30.9% | +25.6% | +5.3% | +22.8% |
| 3Y | +65.7% | +62.0% | +3.8% | +37.7% |
| 5Y | +99.0% | -12.8% | +111.7% | +97.3% |
| 10Y | +313.1% | +239.8% | +73.3% | +204.6% |
| All | +313.1% | +236.4% | +76.7% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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