+1,038.2%
MNST vs XYL
+449.8%
+588.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -6.5% | -5.0% | -1.4% | -4.9% |
| 30D | -7.2% | -13.2% | +6.0% | -3.0% |
| 3M | -1.0% | -3.7% | +2.7% | -0.1% |
| 6M | +11.5% | -17.7% | +29.2% | +18.1% |
| YTD | +14.3% | -21.5% | +35.8% | +22.5% |
| 1Y | +38.1% | -24.5% | +62.6% | +49.5% |
| 3Y | +55.0% | +6.9% | +48.0% | +45.3% |
| 5Y | +79.6% | -18.1% | +97.7% | +81.0% |
| 10Y | +241.8% | +134.7% | +107.1% | +143.1% |
| All | +1,038.2% | +449.8% | +588.4% | +549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling