+2,487.2%
MNST vs XME
+169.9%
+2,317.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -5.3% |
| 7D | -3.4% | -4.5% | +1.0% | -2.3% |
| 30D | +6.6% | -10.9% | +17.5% | +9.7% |
| 3M | -2.9% | -15.3% | +12.4% | +0.9% |
| 6M | +18.4% | -24.6% | +43.1% | +26.2% |
| YTD | +19.3% | -9.6% | +28.9% | +19.7% |
| 1Y | +37.9% | +2.9% | +35.0% | +32.9% |
| 3Y | +62.9% | +86.9% | -24.0% | +27.7% |
| 5Y | +99.6% | +115.2% | -15.6% | +45.5% |
| 10Y | +305.7% | +305.7% | 0.0% | +124.4% |
| All | +2,487.2% | +169.9% | +2,317.3% | +1,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling