+37.9%
MNST vs ELF
+29.9%
+8.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.7% | -10.1% | -4.7% |
| 7D | -3.4% | +4.0% | -7.4% | -3.6% |
| 30D | +6.6% | +10.6% | -4.0% | +6.0% |
| 3M | -2.9% | +25.8% | -28.7% | -4.3% |
| 6M | +18.4% | +89.1% | -70.6% | +12.5% |
| YTD | +19.3% | +52.7% | -33.5% | +17.8% |
| 1Y | +37.9% | +51.7% | -13.8% | +36.5% |
| All | +37.9% | +29.9% | +8.0% | +36.5% |
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 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