+38.1%
MNST vs ELF
-17.5%
+55.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -6.5% | +5.4% | -11.8% | -6.8% |
| 30D | -7.2% | +27.0% | -34.2% | -8.7% |
| 3M | -1.0% | +113.2% | -114.2% | -6.4% |
| 6M | +11.5% | +36.6% | -25.1% | +8.7% |
| YTD | +14.3% | +44.2% | -29.9% | +11.4% |
| 1Y | +38.1% | -18.0% | +56.1% | +37.7% |
| All | +38.1% | -17.5% | +55.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling