+5,336.7%
MNST vs XHB
+182.7%
+5,154.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.7% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | +4.6% | +11.8% | -7.2% | -0.5% |
| 3M | +1.0% | -3.8% | +4.9% | +2.4% |
| 6M | +5.8% | +4.1% | +1.7% | +3.0% |
| YTD | +19.1% | +4.0% | +15.1% | +15.3% |
| 1Y | +30.9% | +1.6% | +29.3% | +27.8% |
| 3Y | +65.7% | +43.2% | +22.6% | +33.4% |
| 5Y | +99.0% | +35.8% | +63.1% | +60.9% |
| 10Y | +313.1% | +259.3% | +53.8% | +107.0% |
| All | +5,336.7% | +182.7% | +5,154.0% | +2,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling