+248.4%
MNST vs EFV
+162.1%
+86.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -3.6% | -0.5% | -3.0% | -3.2% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -5.0% | +8.4% | -13.4% | -9.9% |
| 6M | +13.1% | +12.3% | +0.8% | +4.7% |
| YTD | +11.8% | +17.4% | -5.6% | +0.4% |
| 1Y | +35.2% | +27.1% | +8.1% | +15.1% |
| 3Y | +52.0% | +90.7% | -38.7% | -3.1% |
| 5Y | +77.9% | +95.6% | -17.8% | +10.4% |
| 10Y | +248.4% | +165.3% | +83.1% | +72.2% |
| All | +248.4% | +162.1% | +86.3% | +72.2% |
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