+90.8%
MNST vs EXE
+192.2%
-101.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.1% | -1.8% | -2.3% | -4.0% |
| 30D | -4.5% | +6.4% | -10.9% | -4.7% |
| 3M | -2.5% | +9.2% | -11.7% | -2.9% |
| 6M | +14.1% | -7.0% | +21.1% | +14.5% |
| YTD | +12.6% | -9.5% | +22.0% | +13.0% |
| 1Y | +36.9% | +6.2% | +30.7% | +36.2% |
| 3Y | +53.1% | +20.7% | +32.4% | +51.4% |
| 5Y | +78.2% | +103.6% | -25.4% | +74.9% |
| All | +90.8% | +192.2% | -101.4% | +93.0% |
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