+354.7%
MNST vs XLRE
+112.9%
+241.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | +5.1% | +6.9% | -1.9% | +1.1% |
| 3M | -0.5% | -0.8% | +0.4% | 0.0% |
| 6M | +8.1% | +2.1% | +6.0% | +6.6% |
| YTD | +21.2% | +12.6% | +8.6% | +12.7% |
| 1Y | +30.7% | +12.5% | +18.2% | +21.6% |
| 3Y | +67.3% | +44.2% | +23.1% | +32.0% |
| 5Y | +101.9% | +9.1% | +92.7% | +87.7% |
| All | +354.7% | +112.9% | +241.8% | +175.9% |
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