+30.7%
MNST vs XRT
+12.7%
+18.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | -0.5% | +2.2% | -2.7% | -1.4% |
| 6M | +8.1% | +14.7% | -6.5% | +3.1% |
| YTD | +21.2% | +7.5% | +13.7% | +17.1% |
| 1Y | +30.7% | +14.1% | +16.6% | +25.7% |
| All | +30.7% | +12.7% | +18.0% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling