+9,099.0%
MNST vs EFV
+258.8%
+8,840.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.5% | +1.5% | -8.0% | -7.4% |
| 30D | -7.2% | +1.7% | -9.0% | -8.3% |
| 3M | -1.0% | +8.6% | -9.7% | -6.4% |
| 6M | +11.5% | +11.7% | -0.2% | +3.5% |
| YTD | +14.3% | +19.3% | -5.0% | +1.5% |
| 1Y | +38.1% | +30.2% | +7.9% | +15.6% |
| 3Y | +55.0% | +91.6% | -36.6% | -0.9% |
| 5Y | +79.6% | +96.4% | -16.8% | +12.1% |
| 10Y | +241.8% | +166.5% | +75.3% | +71.1% |
| All | +9,099.0% | +258.8% | +8,840.2% | +3,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling