+2,379.6%
MNST vs XME
+242.3%
+2,137.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -7.2% | +6.0% | -13.2% | -9.0% |
| 3M | -1.0% | -7.7% | +6.7% | +0.4% |
| 6M | +11.5% | +1.0% | +10.5% | +9.7% |
| YTD | +14.3% | +14.6% | -0.3% | +7.8% |
| 1Y | +38.1% | +46.0% | -7.8% | +20.3% |
| 3Y | +55.0% | +127.0% | -72.0% | +15.7% |
| 5Y | +79.6% | +175.8% | -96.2% | +22.4% |
| 10Y | +241.8% | +414.6% | -172.8% | +77.2% |
| All | +2,379.6% | +242.3% | +2,137.3% | +1,139.9% |
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