+102.2%
MNST vs EXE
+151.8%
-49.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | -3.4% | -6.6% | +3.1% | -3.2% |
| 30D | +6.6% | -4.0% | +10.6% | +6.8% |
| 3M | -2.9% | -7.5% | +4.6% | -2.7% |
| 6M | +18.4% | -11.7% | +30.1% | +18.9% |
| YTD | +19.3% | -22.0% | +41.3% | +20.4% |
| 1Y | +37.9% | -21.8% | +59.7% | +39.1% |
| 3Y | +62.9% | +8.0% | +54.9% | +61.7% |
| 5Y | +99.6% | +62.3% | +37.3% | +96.2% |
| All | +102.2% | +151.8% | -49.6% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling