+84.2%
MNST vs EXPE
+111.8%
-27.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -6.5% | -9.5% | +3.0% | -5.3% |
| 30D | -7.2% | -6.6% | -0.6% | -6.5% |
| 3M | -1.0% | +31.4% | -32.4% | -4.3% |
| 6M | +11.5% | +35.2% | -23.7% | +6.6% |
| YTD | +14.3% | +5.8% | +8.5% | +12.5% |
| 1Y | +38.1% | +38.7% | -0.5% | +29.7% |
| 3Y | +55.0% | +175.8% | -120.8% | +25.2% |
| All | +84.2% | +111.8% | -27.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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