+248.4%
MNST vs XYZ
+580.4%
-332.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.6% | -3.7% | +0.2% | -3.0% |
| 30D | -6.3% | +0.5% | -6.8% | -6.5% |
| 3M | -5.0% | +16.3% | -21.2% | -7.4% |
| 6M | +13.1% | +21.1% | -8.0% | +9.3% |
| YTD | +11.8% | +22.0% | -10.2% | +7.1% |
| 1Y | +35.2% | +5.2% | +30.1% | +32.0% |
| 3Y | +52.0% | +49.6% | +2.4% | +32.7% |
| 5Y | +77.9% | -68.4% | +146.3% | +91.7% |
| 10Y | +248.4% | +604.5% | -356.1% | +112.7% |
| All | +248.4% | +580.4% | -332.0% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling