+38.1%
MNST vs XLRE
+9.1%
+29.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.5% | -1.2% | -5.3% | -6.0% |
| 30D | -7.2% | -2.8% | -4.4% | -6.1% |
| 3M | -1.0% | -0.2% | -0.8% | -0.9% |
| 6M | +11.5% | +1.9% | +9.5% | +10.4% |
| YTD | +14.3% | +10.6% | +3.7% | +10.6% |
| 1Y | +38.1% | +8.8% | +29.3% | +35.7% |
| All | +38.1% | +9.1% | +29.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling