+67.3%
MNST vs EXEL
+230.5%
-163.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +5.1% | +13.1% | -8.1% | +3.7% |
| 3M | -0.5% | +36.3% | -36.8% | -3.6% |
| 6M | +8.1% | +34.5% | -26.4% | +4.7% |
| YTD | +21.2% | +57.4% | -36.2% | +15.3% |
| 1Y | +30.7% | +62.9% | -32.2% | +24.0% |
| 3Y | +67.3% | +229.5% | -162.2% | +46.0% |
| All | +67.3% | +230.5% | -163.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling