+164,062.9%
MNST vs XLB
+822.6%
+163,240.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -6.5% | -1.4% | -5.1% | -5.8% |
| 30D | -7.2% | -0.4% | -6.8% | -7.1% |
| 3M | -1.0% | +2.0% | -3.0% | -2.2% |
| 6M | +11.5% | +1.8% | +9.7% | +10.2% |
| YTD | +14.3% | +16.6% | -2.3% | +5.2% |
| 1Y | +38.1% | +16.9% | +21.2% | +26.7% |
| 3Y | +55.0% | +32.6% | +22.4% | +32.1% |
| 5Y | +79.6% | +35.6% | +44.0% | +50.3% |
| 10Y | +241.8% | +160.0% | +81.8% | +103.4% |
| All | +164,062.9% | +822.6% | +163,240.3% | +61,233.6% |
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