+313.1%
MNST vs ED
+132.0%
+181.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +4.6% | +11.6% | -7.0% | +0.5% |
| 3M | +1.0% | +10.5% | -9.5% | -2.7% |
| 6M | +5.8% | +13.2% | -7.4% | +0.9% |
| YTD | +19.1% | +22.1% | -3.1% | +10.2% |
| 1Y | +30.9% | +24.2% | +6.8% | +20.3% |
| 3Y | +65.7% | +46.9% | +18.8% | +41.3% |
| 5Y | +99.0% | +80.8% | +18.1% | +54.9% |
| 10Y | +313.1% | +134.3% | +178.8% | +171.4% |
| All | +313.1% | +132.0% | +181.0% | +171.4% |
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