+56.6%
MNST vs ECL
+57.4%
-0.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -2.6% | -3.9% | -5.6% |
| 30D | -7.2% | -2.2% | -5.1% | -6.5% |
| 3M | -1.0% | +10.1% | -11.1% | -4.4% |
| 6M | +11.5% | -5.7% | +17.2% | +13.4% |
| YTD | +14.3% | +7.0% | +7.3% | +11.5% |
| 1Y | +38.1% | +2.7% | +35.5% | +36.4% |
| All | +56.6% | +57.4% | -0.8% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling