+328.4%
MNST vs EFV
+159.5%
+168.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -3.9% | +2.1% | -6.0% | -5.2% |
| 30D | +3.9% | +3.1% | +0.8% | +1.9% |
| 3M | -0.8% | -1.3% | +0.5% | -0.1% |
| 6M | +5.1% | +6.0% | -0.9% | +0.9% |
| YTD | +18.3% | +15.8% | +2.4% | +7.1% |
| 1Y | +29.5% | +21.1% | +8.4% | +13.8% |
| 3Y | +64.0% | +91.0% | -27.0% | +4.5% |
| 5Y | +97.2% | +94.3% | +2.9% | +22.9% |
| 10Y | +328.4% | +160.4% | +168.0% | +120.8% |
| All | +328.4% | +159.5% | +168.9% | +120.8% |
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