+548,301.9%
MNST vs EFX
+6,408.3%
+541,893.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +1.0% |
| 7D | -6.5% | -8.6% | +2.2% | -4.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.4% |
| 3M | -1.0% | +3.8% | -4.9% | -2.5% |
| 6M | +11.5% | -13.5% | +25.0% | +14.4% |
| YTD | +14.3% | -17.7% | +32.0% | +17.9% |
| 1Y | +38.1% | -25.6% | +63.7% | +45.8% |
| 3Y | +55.0% | -12.1% | +67.1% | +52.7% |
| 5Y | +79.6% | -33.8% | +113.4% | +86.8% |
| 10Y | +241.8% | +45.1% | +196.6% | +181.8% |
| All | +548,301.9% | +6,408.3% | +541,893.7% | +265,644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling