+196,075.1%
MNST vs EWZ
+355.2%
+195,719.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -3.9% | +1.3% | -5.2% | -4.3% |
| 30D | +3.9% | -26.2% | +30.1% | +11.9% |
| 3M | -0.8% | -8.6% | +7.8% | +0.3% |
| 6M | +5.1% | -17.0% | +22.1% | +9.0% |
| YTD | +18.3% | +2.2% | +16.1% | +15.4% |
| 1Y | +29.5% | +2.7% | +26.8% | +25.9% |
| 3Y | +64.0% | +18.2% | +45.8% | +51.0% |
| 5Y | +97.2% | +56.0% | +41.2% | +63.6% |
| 10Y | +328.4% | +60.8% | +267.6% | +222.4% |
| All | +196,075.1% | +355.2% | +195,719.9% | +124,840.7% |
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