+101.3%
MNST vs XYL
-21.3%
+122.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.8% |
| 7D | -3.4% | +5.9% | -9.3% | -5.0% |
| 30D | +6.6% | -3.9% | +10.5% | +7.4% |
| 3M | -2.9% | -18.7% | +15.8% | +2.5% |
| 6M | +18.4% | -16.9% | +35.3% | +24.0% |
| YTD | +19.3% | -27.4% | +46.6% | +29.3% |
| 1Y | +37.9% | -34.0% | +71.9% | +54.1% |
| 3Y | +62.9% | +5.6% | +57.3% | +46.3% |
| All | +101.3% | -21.3% | +122.7% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling