+303.0%
MNST vs ELF
+337.1%
-34.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.7% | -10.1% | -5.0% |
| 7D | -3.4% | +4.0% | -7.4% | -3.8% |
| 30D | +6.6% | +10.6% | -4.0% | +5.5% |
| 3M | -2.9% | +25.8% | -28.7% | -5.4% |
| 6M | +18.4% | +89.1% | -70.6% | +10.1% |
| YTD | +19.3% | +52.7% | -33.5% | +12.7% |
| 1Y | +37.9% | +51.7% | -13.8% | +30.2% |
| 3Y | +62.9% | +14.2% | +48.7% | +47.0% |
| 5Y | +99.6% | +270.7% | -171.1% | +46.3% |
| All | +303.0% | +337.1% | -34.1% | +161.6% |
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