+37.2%
MNST vs MXL
+329.6%
-292.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -2.2% | +16.6% | -18.9% | -2.4% |
| 30D | -5.4% | +0.5% | -5.8% | -5.5% |
| 3M | -5.5% | -3.6% | -1.9% | -6.3% |
| 6M | +12.4% | +328.0% | -315.7% | +9.4% |
| YTD | +12.4% | +297.8% | -285.4% | +9.5% |
| 1Y | +37.2% | +339.4% | -302.3% | +36.3% |
| All | +37.2% | +329.6% | -292.5% | +36.3% |
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