+238.9%
MNST vs SE
+365.4%
-126.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -1.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +10.6% | -21.7% | +32.2% | +13.5% |
| 3M | +1.3% | -34.2% | +35.5% | +5.7% |
| 6M | +26.2% | -10.5% | +36.7% | +26.5% |
| YTD | +24.8% | -40.7% | +65.5% | +30.6% |
| 1Y | +40.9% | -52.1% | +93.0% | +50.9% |
| 3Y | +72.2% | +68.9% | +3.3% | +53.2% |
| 5Y | +108.8% | -78.9% | +187.7% | +130.0% |
| All | +238.9% | +365.4% | -126.6% | +132.2% |
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