+11.5%
MNST vs EFX
-13.0%
+24.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +0.3% |
| 7D | -6.5% | -8.6% | +2.2% | -5.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.2% |
| 3M | -1.0% | +3.8% | -4.9% | -1.5% |
| 6M | +11.5% | -13.5% | +25.0% | +12.1% |
| All | +11.5% | -13.0% | +24.4% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling