+333.2%
MNST vs ED
+141.1%
+192.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -6.9% | -0.9% | -5.9% | -6.5% |
| 30D | +3.7% | +11.2% | -7.4% | -0.2% |
| 3M | -0.3% | +11.8% | -12.1% | -4.3% |
| 6M | +5.1% | +14.1% | -9.0% | 0.0% |
| YTD | +18.4% | +23.0% | -4.5% | +9.3% |
| 1Y | +26.3% | +23.7% | +2.6% | +16.2% |
| 3Y | +64.3% | +47.7% | +16.5% | +39.8% |
| 5Y | +96.8% | +82.6% | +14.2% | +52.9% |
| 10Y | +333.2% | +141.8% | +191.4% | +186.0% |
| All | +333.2% | +141.1% | +192.1% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling