+97.2%
MNST vs MXL
-19.0%
+116.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.5% |
| 7D | -3.9% | -15.9% | +12.0% | -3.5% |
| 30D | +3.9% | -44.0% | +47.9% | +5.7% |
| 3M | -0.8% | -21.3% | +20.5% | -0.8% |
| 6M | +5.1% | -46.1% | +51.2% | +5.7% |
| YTD | +18.3% | +208.8% | -190.6% | +6.8% |
| 1Y | +29.5% | +255.5% | -226.1% | +15.9% |
| 3Y | +64.0% | +223.3% | -159.3% | +38.8% |
| 5Y | +97.2% | -18.1% | +115.3% | +100.7% |
| All | +97.2% | -19.0% | +116.2% | +100.7% |
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