+187.5%
MNST vs ELAN
-28.2%
+215.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.5% |
| 7D | -1.0% | -5.4% | +4.5% | 0.0% |
| 30D | -5.6% | +4.7% | -10.3% | -6.4% |
| 3M | -5.7% | -3.7% | -2.0% | -5.3% |
| 6M | +12.0% | -1.2% | +13.2% | +11.2% |
| YTD | +13.2% | +2.4% | +10.8% | +11.5% |
| 1Y | +36.1% | +23.4% | +12.7% | +29.3% |
| 3Y | +52.9% | +96.7% | -43.8% | +26.1% |
| 5Y | +81.0% | -30.6% | +111.6% | +90.0% |
| All | +187.5% | -28.2% | +215.7% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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