+101.3%
MNST vs ELF
+266.1%
-164.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.7% | -10.1% | -4.9% |
| 7D | -3.4% | +4.0% | -7.4% | -3.8% |
| 30D | +6.6% | +10.6% | -4.0% | +5.7% |
| 3M | -2.9% | +25.8% | -28.7% | -4.9% |
| 6M | +18.4% | +89.1% | -70.6% | +11.6% |
| YTD | +19.3% | +52.7% | -33.5% | +14.1% |
| 1Y | +37.9% | +51.7% | -13.8% | +31.7% |
| 3Y | +62.9% | +14.2% | +48.7% | +43.6% |
| All | +101.3% | +266.1% | -164.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling