+354.7%
MNST vs EWT
+448.9%
-94.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +9.1% | -7.5% | -1.5% |
| 30D | +5.1% | -12.2% | +17.3% | +9.1% |
| 3M | -0.5% | -9.4% | +8.9% | +1.8% |
| 6M | +8.1% | +2.7% | +5.5% | +3.8% |
| YTD | +21.2% | +53.3% | -32.1% | -1.9% |
| 1Y | +30.7% | +59.2% | -28.4% | +4.0% |
| 3Y | +67.3% | +157.1% | -89.8% | +0.8% |
| 5Y | +101.9% | +119.6% | -17.7% | +32.2% |
| All | +354.7% | +448.9% | -94.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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