+333.2%
MNST vs EW
+242.2%
+91.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -6.9% | +6.5% | -13.4% | -8.3% |
| 30D | +3.7% | +22.5% | -18.7% | -1.4% |
| 3M | -0.3% | +13.0% | -13.3% | -3.4% |
| 6M | +5.1% | +37.1% | -32.0% | -3.2% |
| YTD | +18.4% | +24.1% | -5.7% | +11.5% |
| 1Y | +26.3% | +24.2% | +2.0% | +18.7% |
| 3Y | +64.3% | +64.8% | -0.5% | +35.8% |
| 5Y | +96.8% | -7.4% | +104.2% | +91.7% |
| 10Y | +333.2% | +248.8% | +84.4% | +219.9% |
| All | +333.2% | +242.2% | +91.0% | +219.9% |
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