+93.8%
MNST vs EXE
+191.4%
-97.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | -7.2% | +8.5% | -15.7% | -7.5% |
| 3M | -1.0% | +5.5% | -6.5% | -1.3% |
| 6M | +11.5% | -5.9% | +17.4% | +11.8% |
| YTD | +14.3% | -9.7% | +24.0% | +14.7% |
| 1Y | +38.1% | +3.6% | +34.5% | +37.5% |
| 3Y | +55.0% | +18.0% | +36.9% | +53.4% |
| 5Y | +79.6% | +109.4% | -29.8% | +76.6% |
| All | +93.8% | +191.4% | -97.6% | +96.1% |
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