+245.6%
MNST vs EW
+130.4%
+115.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -0.3% | -6.1% | -6.4% |
| 30D | -7.2% | +1.0% | -8.3% | -7.5% |
| 3M | -1.0% | +2.8% | -3.8% | -1.8% |
| 6M | +11.5% | +5.5% | +6.0% | +9.5% |
| YTD | +14.3% | +5.5% | +8.9% | +12.2% |
| 1Y | +38.1% | +11.0% | +27.1% | +33.6% |
| 3Y | +55.0% | +17.7% | +37.3% | +41.2% |
| 5Y | +79.6% | -25.7% | +105.4% | +85.2% |
| All | +245.6% | +130.4% | +115.1% | +170.3% |
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