+56.6%
MNST vs EXC
+22.2%
+34.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -6.5% | +0.3% | -6.8% | -6.5% |
| 30D | -7.2% | -3.7% | -3.5% | -6.6% |
| 3M | -1.0% | -1.3% | +0.3% | -0.9% |
| 6M | +11.5% | -9.7% | +21.2% | +13.6% |
| YTD | +14.3% | +2.9% | +11.4% | +13.1% |
| 1Y | +38.1% | +4.4% | +33.7% | +36.1% |
| All | +56.6% | +22.2% | +34.4% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling