+328.4%
MNST vs ECL
+196.4%
+132.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | +3.9% | +8.6% | -4.7% | +0.1% |
| 3M | -0.8% | +7.9% | -8.7% | -4.2% |
| 6M | +5.1% | +21.0% | -15.9% | -3.8% |
| YTD | +18.3% | +17.5% | +0.8% | +9.5% |
| 1Y | +29.5% | +19.7% | +9.8% | +18.8% |
| 3Y | +64.0% | +77.4% | -13.4% | +23.4% |
| 5Y | +97.2% | +38.7% | +58.5% | +63.4% |
| 10Y | +328.4% | +193.5% | +134.9% | +139.7% |
| All | +328.4% | +196.4% | +132.0% | +139.7% |
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