+248.7%
MNST vs IEF
+4.0%
+244.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.2% | -1.2% | -1.1% | -2.2% |
| 30D | -5.4% | -1.5% | -3.9% | -5.4% |
| 3M | -5.5% | -1.7% | -3.8% | -5.5% |
| 6M | +12.4% | -3.5% | +15.9% | +12.3% |
| YTD | +12.4% | -2.6% | +15.0% | +12.4% |
| 1Y | +37.2% | -2.4% | +39.6% | +37.2% |
| 3Y | +52.9% | +8.9% | +44.0% | +54.5% |
| 5Y | +79.7% | -9.2% | +88.9% | +61.8% |
| All | +248.7% | +4.0% | +244.7% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IEF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling