+354.7%
MNST vs XPO
+1,266.4%
-911.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.5% |
| 7D | +1.6% | +9.0% | -7.3% | 0.0% |
| 30D | +5.1% | +4.2% | +0.9% | +4.2% |
| 3M | -0.5% | -8.7% | +8.2% | +0.9% |
| 6M | +8.1% | -2.8% | +10.9% | +8.0% |
| YTD | +21.2% | +41.9% | -20.7% | +11.9% |
| 1Y | +30.7% | +42.3% | -11.6% | +20.4% |
| 3Y | +67.3% | +127.3% | -60.0% | +33.5% |
| 5Y | +101.9% | +306.4% | -204.5% | +34.4% |
| All | +354.7% | +1,266.4% | -911.7% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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