+1,077.7%
MNST vs XYL
+403.7%
+673.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +3.9% | -5.7% | +9.6% | +5.4% |
| 3M | -0.8% | -19.8% | +19.0% | +5.8% |
| 6M | +5.1% | -14.2% | +19.3% | +9.4% |
| YTD | +18.3% | -28.1% | +46.4% | +29.6% |
| 1Y | +29.5% | -35.0% | +64.5% | +46.6% |
| 3Y | +64.0% | +2.1% | +62.0% | +55.3% |
| 5Y | +97.2% | -22.1% | +119.3% | +101.0% |
| 10Y | +328.4% | +107.0% | +221.5% | +215.0% |
| All | +1,077.7% | +403.7% | +673.9% | +587.9% |
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