+328.4%
MNST vs EXC
+183.9%
+144.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +3.9% | +9.0% | -5.1% | +0.4% |
| 3M | -0.8% | +3.3% | -4.1% | -2.2% |
| 6M | +5.1% | +5.7% | -0.6% | +2.4% |
| YTD | +18.3% | +7.3% | +10.9% | +13.9% |
| 1Y | +29.5% | +2.9% | +26.6% | +26.7% |
| 3Y | +64.0% | +29.3% | +34.7% | +43.6% |
| 5Y | +97.2% | +40.1% | +57.1% | +63.2% |
| 10Y | +328.4% | +197.7% | +130.8% | +155.7% |
| All | +328.4% | +183.9% | +144.5% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling