+346.0%
MNST vs EFX
+79.2%
+266.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -4.7% | -3.6% | -1.1% | -3.7% |
| 30D | +5.2% | +25.3% | -20.1% | -1.3% |
| 3M | -0.9% | +3.8% | -4.7% | -2.3% |
| 6M | +6.1% | +12.7% | -6.6% | +1.6% |
| YTD | +18.9% | -13.1% | +32.0% | +21.0% |
| 1Y | +29.3% | -9.3% | +38.6% | +29.8% |
| 3Y | +64.9% | +3.5% | +61.3% | +51.8% |
| 5Y | +98.0% | -30.6% | +128.6% | +103.7% |
| All | +346.0% | +79.2% | +266.8% | +204.7% |
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