+45.8%
MNST vs MXL
+276.5%
-230.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.1% | +14.5% | +3.4% |
| 7D | +6.8% | -24.3% | +31.1% | +7.0% |
| 30D | +12.0% | -46.1% | +58.2% | +12.7% |
| 3M | +3.5% | -21.8% | +25.3% | +3.3% |
| 6M | +29.7% | -27.2% | +56.9% | +28.5% |
| YTD | +27.2% | +226.2% | -199.0% | +18.6% |
| 1Y | +45.8% | +297.0% | -251.2% | +36.8% |
| All | +45.8% | +276.5% | -230.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling