+301.6%
MNST vs XLRE
+115.9%
+185.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -4.7% | +0.1% | -4.9% | -4.8% |
| 30D | +5.2% | +6.0% | -0.8% | +1.8% |
| 3M | -0.9% | +0.5% | -1.4% | -1.2% |
| 6M | +6.1% | +1.2% | +4.9% | +5.2% |
| YTD | +18.9% | +12.6% | +6.3% | +10.7% |
| 1Y | +29.3% | +11.0% | +18.3% | +21.4% |
| 3Y | +64.9% | +43.0% | +21.9% | +31.7% |
| 5Y | +98.0% | +9.1% | +88.9% | +84.3% |
| 10Y | +334.8% | +111.7% | +223.1% | +173.6% |
| All | +301.6% | +115.9% | +185.8% | +141.0% |
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