+313.1%
MNST vs EFX
+63.8%
+249.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | +4.6% | +29.2% | -24.6% | -2.7% |
| 3M | +1.0% | +3.5% | -2.4% | -0.3% |
| 6M | +5.8% | +7.8% | -2.0% | +2.5% |
| YTD | +19.1% | -12.4% | +31.5% | +20.9% |
| 1Y | +30.9% | -8.2% | +39.1% | +31.0% |
| 3Y | +65.7% | +4.7% | +61.0% | +52.0% |
| 5Y | +99.0% | -32.0% | +131.0% | +106.3% |
| 10Y | +313.1% | +69.1% | +244.0% | +184.1% |
| All | +313.1% | +63.8% | +249.2% | +184.1% |
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