+45.8%
MNST vs EXE
-18.4%
+64.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.2% |
| 7D | +6.8% | -4.7% | +11.4% | +6.5% |
| 30D | +12.0% | +1.0% | +11.0% | +12.0% |
| 3M | +3.5% | -5.6% | +9.2% | +3.2% |
| 6M | +29.7% | -12.3% | +42.0% | +29.6% |
| YTD | +27.2% | -19.5% | +46.7% | +27.2% |
| 1Y | +45.8% | -18.9% | +64.7% | +46.2% |
| All | +45.8% | -18.4% | +64.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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