+2,422.4%
MNST vs MXL
+199.9%
+2,222.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.3% |
| 7D | -3.9% | -15.9% | +12.0% | -2.9% |
| 30D | +3.9% | -44.0% | +47.9% | +8.6% |
| 3M | -0.8% | -21.3% | +20.5% | -0.7% |
| 6M | +5.1% | -46.1% | +51.2% | +6.5% |
| YTD | +18.3% | +208.8% | -190.6% | -5.2% |
| 1Y | +29.5% | +255.5% | -226.1% | +1.8% |
| 3Y | +64.0% | +223.3% | -159.3% | +19.4% |
| 5Y | +97.2% | -18.1% | +115.3% | +69.1% |
| 10Y | +328.4% | +159.9% | +168.5% | +176.9% |
| All | +2,422.4% | +199.9% | +2,222.5% | +1,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling