+171,180.9%
MNST vs XLB
+818.2%
+170,362.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.7% |
| 30D | +6.6% | +6.1% | +0.6% | +3.6% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | +18.4% | 0.0% | +18.5% | +18.2% |
| YTD | +19.3% | +16.0% | +3.2% | +10.1% |
| 1Y | +37.9% | +24.7% | +13.2% | +22.6% |
| 3Y | +62.9% | +40.4% | +22.5% | +34.8% |
| 5Y | +99.6% | +30.7% | +68.9% | +70.4% |
| 10Y | +305.7% | +173.3% | +132.4% | +135.8% |
| All | +171,180.9% | +818.2% | +170,362.7% | +64,069.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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