+189,498.5%
MNST vs EWZ
+436.1%
+189,062.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.5% | +6.5% | -13.0% | -8.2% |
| 30D | -7.2% | +4.8% | -12.1% | -8.5% |
| 3M | -1.0% | +9.9% | -10.9% | -3.8% |
| 6M | +11.5% | +1.9% | +9.5% | +10.5% |
| YTD | +14.3% | +20.3% | -6.0% | +7.9% |
| 1Y | +38.1% | +35.6% | +2.5% | +25.7% |
| 3Y | +55.0% | +43.4% | +11.5% | +36.8% |
| 5Y | +79.6% | +55.9% | +23.7% | +50.7% |
| 10Y | +241.8% | +84.2% | +157.6% | +150.5% |
| All | +189,498.5% | +436.1% | +189,062.4% | +116,750.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling