+313.1%
MNST vs EL
+63.1%
+250.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.8% |
| 7D | -5.0% | +8.0% | -13.0% | -6.7% |
| 30D | +4.6% | +15.4% | -10.8% | +1.0% |
| 3M | +1.0% | +28.5% | -27.5% | -5.4% |
| 6M | +5.8% | +32.2% | -26.4% | -2.2% |
| YTD | +19.1% | +9.2% | +9.9% | +13.8% |
| 1Y | +30.9% | +30.8% | +0.1% | +19.1% |
| 3Y | +65.7% | +3.7% | +62.0% | +50.7% |
| 5Y | +99.0% | -64.8% | +163.7% | +160.4% |
| 10Y | +313.1% | +60.0% | +253.0% | +222.1% |
| All | +313.1% | +63.1% | +250.0% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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