+313.1%
MNST vs XOP
+47.9%
+265.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -5.0% | -10.0% | +5.1% | -3.7% |
| 30D | +4.6% | -9.1% | +13.7% | +5.7% |
| 3M | +1.0% | +5.1% | -4.1% | +0.1% |
| 6M | +5.8% | +6.4% | -0.6% | +4.5% |
| YTD | +19.1% | +39.7% | -20.7% | +12.5% |
| 1Y | +30.9% | +37.2% | -6.3% | +23.9% |
| 3Y | +65.7% | +37.6% | +28.1% | +54.8% |
| 5Y | +99.0% | +76.5% | +22.5% | +74.2% |
| 10Y | +313.1% | +42.6% | +270.4% | +224.8% |
| All | +313.1% | +47.9% | +265.2% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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