+223.9%
MNST vs SE
+366.0%
-142.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -3.4% | +2.0% | -5.4% | -3.6% |
| 30D | +6.6% | -20.0% | +26.6% | +9.1% |
| 3M | -2.9% | -31.8% | +28.9% | +0.9% |
| 6M | +18.4% | -15.9% | +34.3% | +19.6% |
| YTD | +19.3% | -40.6% | +59.9% | +24.8% |
| 1Y | +37.9% | -50.7% | +88.6% | +47.1% |
| 3Y | +62.9% | +70.3% | -7.4% | +44.7% |
| 5Y | +99.6% | -78.8% | +178.4% | +119.8% |
| All | +223.9% | +366.0% | -142.1% | +122.0% |
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