+97.2%
MNST vs EXC
+41.1%
+56.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -0.8% | +3.3% | -4.1% | -1.7% |
| 6M | +5.1% | +5.7% | -0.6% | +3.3% |
| YTD | +18.3% | +7.3% | +10.9% | +15.2% |
| 1Y | +29.5% | +2.9% | +26.6% | +27.6% |
| 3Y | +64.0% | +29.3% | +34.7% | +49.2% |
| 5Y | +97.2% | +40.1% | +57.1% | +60.4% |
| All | +97.2% | +41.1% | +56.1% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling