+240.4%
MNST vs XHB
+204.2%
+36.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -4.5% | -9.1% | +4.6% | -0.8% |
| 3M | -2.5% | -2.3% | -0.1% | -2.1% |
| 6M | +14.1% | -4.1% | +18.3% | +15.1% |
| YTD | +12.6% | -1.7% | +14.3% | +11.9% |
| 1Y | +36.9% | -15.1% | +52.0% | +44.3% |
| 3Y | +53.1% | +26.8% | +26.3% | +28.7% |
| 5Y | +78.2% | +37.3% | +40.9% | +40.9% |
| 10Y | +240.4% | +205.7% | +34.7% | +87.1% |
| All | +240.4% | +204.2% | +36.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling