+246.6%
MNST vs IEF
+4.8%
+241.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -6.3% | -0.6% | -5.7% | -6.3% |
| 3M | -5.0% | -1.0% | -4.0% | -5.0% |
| 6M | +13.1% | -3.1% | +16.2% | +13.0% |
| YTD | +11.8% | -1.9% | +13.6% | +11.7% |
| 1Y | +35.2% | -1.4% | +36.6% | +35.3% |
| 3Y | +52.0% | +9.8% | +42.2% | +53.6% |
| 5Y | +77.9% | -8.8% | +86.7% | +59.7% |
| All | +246.6% | +4.8% | +241.9% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling