+240.4%
MNST vs XME
+401.9%
-161.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | -4.1% | +3.6% | -7.7% | -4.8% |
| 30D | -4.5% | +3.6% | -8.1% | -5.4% |
| 3M | -2.5% | +1.2% | -3.7% | -3.2% |
| 6M | +14.1% | +9.0% | +5.1% | +10.8% |
| YTD | +12.6% | +15.9% | -3.4% | +7.3% |
| 1Y | +36.9% | +43.2% | -6.2% | +23.1% |
| 3Y | +53.1% | +137.4% | -84.3% | +18.5% |
| 5Y | +78.2% | +185.0% | -106.8% | +27.5% |
| 10Y | +240.4% | +409.5% | -169.1% | +81.8% |
| All | +240.4% | +401.9% | -161.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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