+97.2%
MNST vs ELV
+6.8%
+90.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | -3.9% | +3.8% | -7.7% | -4.6% |
| 30D | +3.9% | +4.1% | -0.2% | +3.1% |
| 3M | -0.8% | +8.5% | -9.3% | -2.4% |
| 6M | +5.1% | +14.6% | -9.5% | +2.0% |
| YTD | +18.3% | +24.4% | -6.1% | +12.1% |
| 1Y | +29.5% | +44.2% | -14.8% | +18.6% |
| 3Y | +64.0% | -1.4% | +65.5% | +60.1% |
| 5Y | +97.2% | +8.8% | +88.4% | +74.7% |
| All | +97.2% | +6.8% | +90.4% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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