+62.9%
MNST vs EWT
+136.7%
-73.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -4.6% |
| 7D | -3.4% | -11.7% | +8.3% | -2.7% |
| 30D | +6.6% | -23.2% | +29.9% | +8.3% |
| 3M | -2.9% | -12.5% | +9.6% | -2.5% |
| 6M | +18.4% | -5.9% | +24.4% | +17.4% |
| YTD | +19.3% | +40.5% | -21.2% | +13.6% |
| 1Y | +37.9% | +43.7% | -5.8% | +31.1% |
| 3Y | +62.9% | +136.6% | -73.8% | +38.4% |
| All | +62.9% | +136.7% | -73.8% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling