+241.7%
MNST vs EXPD
+315.7%
-73.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -6.5% | -1.1% | -5.4% | -6.1% |
| 30D | -7.2% | +4.1% | -11.3% | -8.5% |
| 3M | -1.0% | +17.9% | -18.9% | -6.6% |
| 6M | +11.5% | +29.2% | -17.7% | +1.8% |
| YTD | +14.3% | +27.4% | -13.0% | +3.8% |
| 1Y | +38.1% | +56.8% | -18.7% | +15.7% |
| 3Y | +55.0% | +68.0% | -13.1% | +23.2% |
| 5Y | +79.6% | +61.9% | +17.8% | +41.4% |
| All | +241.7% | +315.7% | -73.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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