+210.4%
MNST vs SE
+589.8%
-379.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | -6.1% | -0.4% | -5.8% |
| 30D | -7.2% | -2.5% | -4.8% | -7.2% |
| 3M | -1.0% | +21.7% | -22.7% | -3.7% |
| 6M | +11.5% | +27.0% | -15.5% | +7.6% |
| YTD | +14.3% | -12.1% | +26.4% | +14.7% |
| 1Y | +38.1% | -40.9% | +79.0% | +44.7% |
| 3Y | +55.0% | +191.0% | -136.0% | +29.3% |
| 5Y | +79.6% | -68.3% | +147.9% | +89.0% |
| All | +210.4% | +589.8% | -379.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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