+313.1%
MNST vs XYL
+129.6%
+183.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.7% |
| 7D | -5.0% | +2.1% | -7.0% | -5.6% |
| 30D | +4.6% | -3.4% | +7.9% | +5.3% |
| 3M | +1.0% | -17.2% | +18.2% | +7.2% |
| 6M | +5.8% | -12.0% | +17.8% | +9.6% |
| YTD | +19.1% | -26.3% | +45.4% | +30.4% |
| 1Y | +30.9% | -33.5% | +64.4% | +48.7% |
| 3Y | +65.7% | +6.4% | +59.3% | +52.3% |
| 5Y | +99.0% | -20.9% | +119.9% | +101.4% |
| 10Y | +313.1% | +120.8% | +192.2% | +205.5% |
| All | +313.1% | +129.6% | +183.5% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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