+38.1%
MNST vs EXC
+2.6%
+35.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | -4.6% | -2.6% | -6.9% |
| 3M | -1.0% | -2.2% | +1.2% | -0.8% |
| 6M | +11.5% | -10.6% | +22.0% | +13.1% |
| YTD | +14.3% | +1.9% | +12.4% | +13.9% |
| 1Y | +38.1% | +3.4% | +34.7% | +39.9% |
| All | +38.1% | +2.6% | +35.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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