+250.9%
MNST vs EFX
+41.4%
+209.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.7% |
| 7D | -4.1% | -7.8% | +3.7% | -2.0% |
| 30D | -4.5% | -5.7% | +1.2% | -3.1% |
| 3M | -2.5% | +2.5% | -5.0% | -3.8% |
| 6M | +14.1% | -16.7% | +30.8% | +18.8% |
| YTD | +12.6% | -20.2% | +32.7% | +17.6% |
| 1Y | +36.9% | -31.4% | +68.3% | +49.3% |
| 3Y | +53.1% | -10.5% | +63.6% | +47.4% |
| 5Y | +78.2% | -35.2% | +113.4% | +86.7% |
| All | +250.9% | +41.4% | +209.5% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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