+36.9%
MNST vs XYL
-21.5%
+58.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.2% |
| 30D | -4.5% | -9.2% | +4.7% | -3.9% |
| 3M | -2.5% | -0.3% | -2.2% | -2.0% |
| 6M | +14.1% | -11.0% | +25.1% | +14.9% |
| YTD | +12.6% | -19.2% | +31.8% | +12.3% |
| 1Y | +36.9% | -21.2% | +58.1% | +34.3% |
| All | +36.9% | -21.5% | +58.4% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling