+572,080.2%
MNST vs ECL
+14,051.7%
+558,028.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -3.4% | -0.8% | -2.7% | -3.1% |
| 30D | +6.6% | +8.1% | -1.5% | +3.9% |
| 3M | -2.9% | +6.4% | -9.2% | -4.9% |
| 6M | +18.4% | +14.8% | +3.7% | +12.9% |
| YTD | +19.3% | +15.5% | +3.8% | +13.4% |
| 1Y | +37.9% | +20.1% | +17.8% | +29.3% |
| 3Y | +62.9% | +77.8% | -14.9% | +32.7% |
| 5Y | +99.6% | +37.9% | +61.7% | +74.6% |
| 10Y | +305.7% | +202.7% | +103.1% | +173.8% |
| All | +572,080.2% | +14,051.7% | +558,028.5% | +281,468.6% |
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 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