+303.0%
MNST vs EW
+236.3%
+66.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.7% |
| 7D | -3.4% | +11.0% | -14.4% | -5.9% |
| 30D | +6.6% | +19.1% | -12.4% | +2.1% |
| 3M | -2.9% | +14.4% | -17.2% | -6.2% |
| 6M | +18.4% | +22.8% | -4.3% | +12.1% |
| YTD | +19.3% | +19.8% | -0.5% | +13.3% |
| 1Y | +37.9% | +23.9% | +14.0% | +29.8% |
| 3Y | +62.9% | +52.2% | +10.7% | +37.8% |
| 5Y | +99.6% | -13.9% | +113.5% | +98.4% |
| All | +303.0% | +236.3% | +66.7% | +204.8% |
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