+354.7%
MNST vs ECL
+197.5%
+157.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.2% |
| 7D | +1.6% | +2.9% | -1.2% | +0.3% |
| 30D | +5.1% | +7.5% | -2.4% | +1.7% |
| 3M | -0.5% | +12.2% | -12.7% | -5.5% |
| 6M | +8.1% | +24.6% | -16.4% | -2.2% |
| YTD | +21.2% | +18.8% | +2.4% | +11.7% |
| 1Y | +30.7% | +19.3% | +11.4% | +20.1% |
| 3Y | +67.3% | +78.2% | -10.9% | +25.6% |
| 5Y | +101.9% | +38.8% | +63.1% | +67.3% |
| All | +354.7% | +197.5% | +157.2% | +158.8% |
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