+245.6%
MNST vs ECL
+150.0%
+95.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -2.6% | -3.9% | -5.4% |
| 30D | -7.2% | -2.2% | -5.1% | -6.3% |
| 3M | -1.0% | +10.1% | -11.1% | -5.4% |
| 6M | +11.5% | -5.7% | +17.2% | +14.1% |
| YTD | +14.3% | +7.0% | +7.3% | +10.4% |
| 1Y | +38.1% | +2.7% | +35.5% | +35.5% |
| 3Y | +55.0% | +57.7% | -2.7% | +22.8% |
| 5Y | +79.6% | +31.1% | +48.5% | +52.3% |
| All | +245.6% | +150.0% | +95.5% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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