+53.1%
MNST vs MXL
+186.9%
-133.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.5% | -1.6% |
| 7D | -4.1% | +15.5% | -19.6% | -4.3% |
| 30D | -4.5% | -11.3% | +6.8% | -4.4% |
| 3M | -2.5% | -16.1% | +13.7% | -2.8% |
| 6M | +14.1% | +323.0% | -308.9% | +11.0% |
| YTD | +12.6% | +281.5% | -269.0% | +9.5% |
| 1Y | +36.9% | +319.3% | -282.4% | +33.1% |
| 3Y | +53.1% | +189.4% | -136.3% | +48.1% |
| All | +53.1% | +186.9% | -133.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling