+1,087.5%
MNST vs XYL
+408.9%
+678.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.7% |
| 7D | -3.4% | +5.9% | -9.3% | -5.2% |
| 30D | +6.6% | -3.9% | +10.5% | +7.5% |
| 3M | -2.9% | -18.7% | +15.8% | +3.2% |
| 6M | +18.4% | -16.9% | +35.3% | +24.6% |
| YTD | +19.3% | -27.4% | +46.6% | +30.3% |
| 1Y | +37.9% | -34.0% | +71.9% | +55.4% |
| 3Y | +62.9% | +5.6% | +57.3% | +52.4% |
| 5Y | +99.6% | -20.6% | +120.1% | +102.1% |
| 10Y | +305.7% | +133.4% | +172.3% | +189.2% |
| All | +1,087.5% | +408.9% | +678.7% | +591.5% |
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 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