+354.7%
MNST vs EWZ
+68.6%
+286.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | +1.6% | +0.8% | +0.9% | +1.4% |
| 30D | +5.1% | -24.4% | +29.4% | +11.2% |
| 3M | -0.5% | -4.6% | +4.1% | -0.7% |
| 6M | +8.1% | -11.6% | +19.7% | +9.8% |
| YTD | +21.2% | +2.4% | +18.8% | +18.4% |
| 1Y | +30.7% | +2.1% | +28.6% | +27.6% |
| 3Y | +67.3% | +18.7% | +48.6% | +55.3% |
| 5Y | +101.9% | +54.2% | +47.7% | +71.1% |
| All | +354.7% | +68.6% | +286.1% | +240.8% |
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