+548,301.9%
MNST vs EXPD
+30,859.1%
+517,442.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | -7.2% | +4.1% | -11.3% | -8.0% |
| 3M | -1.0% | +17.9% | -18.9% | -4.3% |
| 6M | +11.5% | +29.2% | -17.7% | +5.8% |
| YTD | +14.3% | +27.4% | -13.0% | +8.3% |
| 1Y | +38.1% | +56.8% | -18.7% | +25.3% |
| 3Y | +55.0% | +68.0% | -13.1% | +37.3% |
| 5Y | +79.6% | +61.9% | +17.8% | +58.9% |
| 10Y | +241.8% | +316.0% | -74.2% | +152.8% |
| All | +548,301.9% | +30,859.1% | +517,442.8% | +293,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling