+2,435.2%
MNST vs MXL
+228.5%
+2,206.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -4.7% | +33.1% | -37.8% | -7.4% |
| 30D | +5.2% | -33.5% | +38.7% | +8.2% |
| 3M | -0.9% | -20.7% | +19.8% | -0.9% |
| 6M | +6.1% | -35.9% | +42.0% | +5.7% |
| YTD | +18.9% | +238.3% | -219.4% | -5.6% |
| 1Y | +29.3% | +296.2% | -266.9% | +0.5% |
| 3Y | +64.9% | +254.1% | -189.2% | +18.9% |
| 5Y | +98.0% | -14.1% | +112.1% | +69.5% |
| 10Y | +334.8% | +178.1% | +156.7% | +179.4% |
| All | +2,435.2% | +228.5% | +2,206.7% | +1,221.3% |
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 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