+248.7%
MNST vs XLRE
+87.4%
+161.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -2.2% | -2.7% | +0.5% | -0.7% |
| 30D | -5.4% | -2.3% | -3.0% | -4.0% |
| 3M | -5.5% | -3.5% | -2.0% | -3.6% |
| 6M | +12.4% | +1.9% | +10.5% | +11.0% |
| YTD | +12.4% | +8.3% | +4.1% | +6.9% |
| 1Y | +37.2% | +6.4% | +30.8% | +31.8% |
| 3Y | +52.9% | +30.2% | +22.7% | +28.1% |
| 5Y | +79.7% | +8.6% | +71.1% | +67.1% |
| All | +248.7% | +87.4% | +161.2% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling