+248.4%
MNST vs EWZ
+86.7%
+161.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -6.3% | +8.2% | -14.5% | -8.2% |
| 3M | -5.0% | +13.3% | -18.3% | -8.0% |
| 6M | +13.1% | +3.6% | +9.5% | +11.8% |
| YTD | +11.8% | +21.0% | -9.2% | +6.1% |
| 1Y | +35.2% | +34.7% | +0.6% | +24.7% |
| 3Y | +52.0% | +48.3% | +3.7% | +35.0% |
| 5Y | +77.9% | +60.1% | +17.8% | +51.3% |
| 10Y | +248.4% | +92.6% | +155.8% | +155.4% |
| All | +248.4% | +86.7% | +161.7% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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