+354.7%
MNST vs XRT
+136.4%
+218.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +5.1% | +7.5% | -2.4% | +2.3% |
| 3M | -0.5% | +2.2% | -2.7% | -1.3% |
| 6M | +8.1% | +14.7% | -6.5% | +2.7% |
| YTD | +21.2% | +7.5% | +13.7% | +17.6% |
| 1Y | +30.7% | +14.1% | +16.6% | +24.1% |
| 3Y | +67.3% | +58.8% | +8.5% | +37.4% |
| 5Y | +101.9% | -3.9% | +105.8% | +97.1% |
| All | +354.7% | +136.4% | +218.4% | +163.0% |
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