+101.8%
MNST vs EXE
+155.8%
-54.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -5.0% | -3.9% | -1.0% | -4.8% |
| 30D | +4.6% | -2.6% | +7.1% | +4.7% |
| 3M | +1.0% | -6.9% | +7.9% | +1.2% |
| 6M | +5.8% | -9.3% | +15.1% | +6.1% |
| YTD | +19.1% | -20.7% | +39.8% | +20.1% |
| 1Y | +30.9% | -21.8% | +52.7% | +32.1% |
| 3Y | +65.7% | +16.2% | +49.5% | +64.1% |
| 5Y | +99.0% | +61.1% | +37.9% | +95.4% |
| All | +101.8% | +155.8% | -54.0% | +105.2% |
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 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