+253.1%
MNST vs ELF
+357.0%
-103.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -6.5% | +5.4% | -11.8% | -7.0% |
| 30D | -7.2% | +27.0% | -34.2% | -9.6% |
| 3M | -1.0% | +113.2% | -114.2% | -8.9% |
| 6M | +11.5% | +36.6% | -25.1% | +7.1% |
| YTD | +14.3% | +44.2% | -29.9% | +8.9% |
| 1Y | +38.1% | -18.0% | +56.1% | +37.8% |
| 3Y | +55.0% | -19.9% | +74.9% | +46.7% |
| 5Y | +79.6% | +257.7% | -178.1% | +32.5% |
| All | +253.1% | +357.0% | -103.9% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling