+354.7%
MNST vs EFV
+163.3%
+191.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | +1.6% | +2.5% | -0.9% | 0.0% |
| 30D | +5.1% | +2.9% | +2.1% | +3.1% |
| 3M | -0.5% | -1.4% | +1.0% | +0.4% |
| 6M | +8.1% | +5.5% | +2.6% | +4.1% |
| YTD | +21.2% | +16.1% | +5.1% | +9.6% |
| 1Y | +30.7% | +20.3% | +10.5% | +15.4% |
| 3Y | +67.3% | +90.4% | -23.1% | +6.8% |
| 5Y | +101.9% | +93.5% | +8.4% | +26.3% |
| All | +354.7% | +163.3% | +191.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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