+67.3%
MNST vs VWO
+56.0%
+11.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | +5.1% | -4.3% | +9.3% | +6.0% |
| 3M | -0.5% | -6.4% | +5.9% | +0.8% |
| 6M | +8.1% | -5.6% | +13.8% | +9.1% |
| YTD | +21.2% | +5.2% | +16.0% | +19.2% |
| 1Y | +30.7% | +5.2% | +25.6% | +28.5% |
| 3Y | +67.3% | +55.5% | +11.8% | +46.3% |
| All | +67.3% | +56.0% | +11.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling