+286.2%
MNST vs XLRE
+112.0%
+174.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -6.5% | -1.2% | -5.3% | -5.8% |
| 30D | -7.2% | -2.8% | -4.4% | -5.7% |
| 3M | -1.0% | -0.2% | -0.8% | -1.0% |
| 6M | +11.5% | +1.9% | +9.5% | +10.1% |
| YTD | +14.3% | +10.6% | +3.7% | +7.6% |
| 1Y | +38.1% | +8.8% | +29.3% | +31.1% |
| 3Y | +55.0% | +31.5% | +23.4% | +29.9% |
| 5Y | +79.6% | +6.6% | +73.1% | +69.4% |
| 10Y | +241.8% | +84.0% | +157.8% | +128.0% |
| All | +286.2% | +112.0% | +174.2% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling