+346.0%
MNST vs ECL
+192.9%
+153.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | -4.7% | -0.5% | -4.3% | -4.5% |
| 30D | +5.2% | +6.6% | -1.3% | +2.3% |
| 3M | -0.9% | +9.6% | -10.5% | -4.9% |
| 6M | +6.1% | +21.6% | -15.5% | -3.0% |
| YTD | +18.9% | +16.9% | +2.0% | +10.3% |
| 1Y | +29.3% | +17.9% | +11.4% | +19.4% |
| 3Y | +64.9% | +76.5% | -11.6% | +24.3% |
| 5Y | +98.0% | +36.6% | +61.4% | +65.2% |
| All | +346.0% | +192.9% | +153.1% | +155.6% |
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