+303.0%
MNST vs XRT
+149.4%
+153.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +6.6% | +7.9% | -1.3% | +3.8% |
| 3M | -2.9% | -0.2% | -2.7% | -2.9% |
| 6M | +18.4% | +5.6% | +12.9% | +16.0% |
| YTD | +19.3% | +5.7% | +13.6% | +16.6% |
| 1Y | +37.9% | +14.6% | +23.3% | +30.8% |
| 3Y | +62.9% | +50.7% | +12.2% | +36.8% |
| 5Y | +99.6% | -4.8% | +104.4% | +95.5% |
| All | +303.0% | +149.4% | +153.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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