+303.0%
MNST vs EXPD
+304.0%
-1.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.2% | -3.7% |
| 7D | -3.4% | -7.2% | +3.7% | -1.1% |
| 30D | +6.6% | -3.3% | +9.9% | +7.7% |
| 3M | -2.9% | +3.4% | -6.3% | -4.2% |
| 6M | +18.4% | +22.7% | -4.2% | +10.2% |
| YTD | +19.3% | +24.5% | -5.3% | +9.0% |
| 1Y | +37.9% | +38.6% | -0.8% | +21.0% |
| 3Y | +62.9% | +71.5% | -8.6% | +28.0% |
| 5Y | +99.6% | +56.2% | +43.3% | +59.8% |
| All | +303.0% | +304.0% | -1.0% | +125.4% |
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