+77.9%
MNST vs MXL
+34.9%
+42.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -1.0% |
| 7D | -3.6% | +19.0% | -22.5% | -4.3% |
| 30D | -6.3% | +4.5% | -10.8% | -6.7% |
| 3M | -5.0% | -1.5% | -3.4% | -6.2% |
| 6M | +13.1% | +348.6% | -335.5% | +1.4% |
| YTD | +11.8% | +310.3% | -298.5% | +0.5% |
| 1Y | +35.2% | +344.7% | -309.5% | +20.5% |
| 3Y | +52.0% | +211.2% | -159.2% | +33.1% |
| 5Y | +77.9% | +34.8% | +43.0% | +75.1% |
| All | +77.9% | +34.9% | +42.9% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling