+241.7%
MNST vs EXC
+153.9%
+87.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -7.2% | -3.7% | -3.5% | -5.9% |
| 3M | -1.0% | -1.3% | +0.3% | -0.7% |
| 6M | +11.5% | -9.7% | +21.2% | +15.6% |
| YTD | +14.3% | +2.9% | +11.4% | +12.0% |
| 1Y | +38.1% | +4.4% | +33.7% | +34.3% |
| 3Y | +55.0% | +22.2% | +32.8% | +38.6% |
| 5Y | +79.6% | +46.7% | +32.9% | +44.8% |
| All | +241.7% | +153.9% | +87.9% | +111.1% |
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