+185.9%
MNST vs ELAN
-25.7%
+211.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.2% |
| 7D | -4.1% | +0.3% | -4.3% | -4.1% |
| 30D | -4.5% | +8.4% | -12.9% | -5.8% |
| 3M | -2.5% | +1.2% | -3.7% | -2.9% |
| 6M | +14.1% | +2.6% | +11.5% | +12.6% |
| YTD | +12.6% | +5.9% | +6.6% | +10.2% |
| 1Y | +36.9% | +25.8% | +11.1% | +29.8% |
| 3Y | +53.1% | +106.8% | -53.7% | +25.1% |
| 5Y | +78.2% | -29.3% | +107.5% | +86.8% |
| All | +185.9% | -25.7% | +211.5% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling