+245.6%
MNST vs EL
+32.5%
+213.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | -7.2% | +19.8% | -27.1% | -11.6% |
| 3M | -1.0% | +25.7% | -26.7% | -6.9% |
| 6M | +11.5% | +5.4% | +6.0% | +8.7% |
| YTD | +14.3% | +0.2% | +14.1% | +11.7% |
| 1Y | +38.1% | +20.4% | +17.7% | +27.9% |
| 3Y | +55.0% | -32.1% | +87.1% | +60.8% |
| 5Y | +79.6% | -67.2% | +146.8% | +138.7% |
| All | +245.6% | +32.5% | +213.1% | +176.9% |
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