+99.0%
MNST vs EXPD
+61.0%
+38.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.8% |
| 7D | -5.0% | -5.5% | +0.5% | -3.8% |
| 30D | +4.6% | -1.9% | +6.5% | +4.9% |
| 3M | +1.0% | +6.1% | -5.1% | -0.5% |
| 6M | +5.8% | +21.6% | -15.8% | +0.9% |
| YTD | +19.1% | +27.9% | -8.8% | +11.3% |
| 1Y | +30.9% | +39.4% | -8.5% | +19.5% |
| 3Y | +65.7% | +72.7% | -6.9% | +39.1% |
| 5Y | +99.0% | +60.3% | +38.6% | +67.9% |
| All | +99.0% | +61.0% | +38.0% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling