+548,301.9%
MNST vs ECL
+13,009.7%
+535,292.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | +11.5% | -5.7% | +17.2% | +13.5% |
| YTD | +14.3% | +7.0% | +7.3% | +11.5% |
| 1Y | +38.1% | +2.7% | +35.5% | +36.3% |
| 3Y | +55.0% | +57.7% | -2.7% | +31.4% |
| 5Y | +79.6% | +31.1% | +48.5% | +59.8% |
| 10Y | +241.8% | +150.9% | +90.9% | +144.5% |
| All | +548,301.9% | +13,009.7% | +535,292.2% | +276,755.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling