+328.4%
MNST vs IEF
+6.9%
+321.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +3.9% | +1.8% | +2.1% | +3.9% |
| 3M | -0.8% | -1.2% | +0.4% | -0.9% |
| 6M | +5.1% | -2.5% | +7.6% | +5.0% |
| YTD | +18.3% | -2.5% | +20.8% | +18.2% |
| 1Y | +29.5% | -2.3% | +31.8% | +29.4% |
| 3Y | +64.0% | +11.3% | +52.8% | +66.9% |
| 5Y | +97.2% | -7.6% | +104.8% | +78.6% |
| 10Y | +328.4% | +7.3% | +321.2% | +350.5% |
| All | +328.4% | +6.9% | +321.5% | +350.5% |
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