+2,337.8%
MNST vs MXL
+249.5%
+2,088.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.1% |
| 7D | -6.5% | +1.6% | -8.1% | -6.7% |
| 30D | -7.2% | -7.0% | -0.2% | -7.1% |
| 3M | -1.0% | -33.4% | +32.4% | +0.3% |
| 6M | +11.5% | +260.2% | -248.7% | -9.9% |
| YTD | +14.3% | +260.0% | -245.6% | -8.1% |
| 1Y | +38.1% | +303.5% | -265.3% | +8.6% |
| 3Y | +55.0% | +160.4% | -105.5% | +19.1% |
| 5Y | +79.6% | +14.7% | +64.9% | +49.6% |
| 10Y | +241.8% | +215.6% | +26.2% | +120.0% |
| All | +2,337.8% | +249.5% | +2,088.3% | +1,186.4% |
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