+101.5%
MNST vs EXE
+163.0%
-61.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -4.7% | +3.6% | -8.3% | -4.8% |
| 30D | +5.2% | -4.3% | +9.5% | +5.4% |
| 3M | -0.9% | -7.7% | +6.8% | -0.6% |
| 6M | +6.1% | -7.2% | +13.4% | +6.4% |
| YTD | +18.9% | -18.5% | +37.4% | +19.8% |
| 1Y | +29.3% | -24.4% | +53.7% | +30.8% |
| 3Y | +64.9% | +21.6% | +43.3% | +62.9% |
| 5Y | +98.0% | +77.3% | +20.7% | +94.5% |
| All | +101.5% | +163.0% | -61.5% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling