+328.4%
MNST vs EW
+234.0%
+94.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.9% | +9.3% | -13.2% | -6.0% |
| 30D | +3.9% | +22.1% | -18.2% | -1.2% |
| 3M | -0.8% | +13.0% | -13.8% | -3.9% |
| 6M | +5.1% | +30.1% | -25.0% | -1.9% |
| YTD | +18.3% | +22.0% | -3.7% | +11.8% |
| 1Y | +29.5% | +23.7% | +5.8% | +21.9% |
| 3Y | +64.0% | +62.0% | +2.1% | +36.2% |
| 5Y | +97.2% | -12.4% | +109.6% | +95.2% |
| 10Y | +328.4% | +236.1% | +92.4% | +216.0% |
| All | +328.4% | +234.0% | +94.4% | +216.0% |
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