+346.0%
MNST vs XRT
+135.4%
+210.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +5.2% | +7.5% | -2.3% | +2.5% |
| 3M | -0.9% | +2.3% | -3.2% | -1.8% |
| 6M | +6.1% | +12.8% | -6.7% | +1.4% |
| YTD | +18.9% | +7.1% | +11.8% | +15.6% |
| 1Y | +29.3% | +12.3% | +17.0% | +23.4% |
| 3Y | +64.9% | +57.0% | +7.9% | +35.9% |
| 5Y | +98.0% | -4.3% | +102.3% | +93.6% |
| All | +346.0% | +135.4% | +210.6% | +158.4% |
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