+247.7%
MNST vs ELF
+334.6%
-87.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.0% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | -4.5% | +5.9% | -10.4% | -5.1% |
| 3M | -2.5% | +99.5% | -102.0% | -9.6% |
| 6M | +14.1% | +26.5% | -12.4% | +10.5% |
| YTD | +12.6% | +37.2% | -24.6% | +7.7% |
| 1Y | +36.9% | -24.4% | +61.4% | +37.8% |
| 3Y | +53.1% | -23.3% | +76.4% | +45.5% |
| 5Y | +78.2% | +245.2% | -166.9% | +31.9% |
| All | +247.7% | +334.6% | -87.0% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling