+346.0%
MNST vs XHB
+234.8%
+111.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -4.7% | -2.4% | -2.3% | -3.8% |
| 30D | +5.2% | +7.1% | -1.9% | +2.2% |
| 3M | -0.9% | -6.0% | +5.1% | +1.3% |
| 6M | +6.1% | +2.1% | +4.1% | +4.2% |
| YTD | +18.9% | -0.6% | +19.5% | +17.3% |
| 1Y | +29.3% | -3.3% | +32.6% | +28.9% |
| 3Y | +64.9% | +34.1% | +30.8% | +34.5% |
| 5Y | +98.0% | +28.6% | +69.4% | +61.7% |
| All | +346.0% | +234.8% | +111.2% | +129.9% |
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