+346.0%
MNST vs XYZ
+578.7%
-232.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.0% |
| 7D | -4.7% | -2.1% | -2.6% | -4.5% |
| 30D | +5.2% | +7.0% | -1.8% | +3.9% |
| 3M | -0.9% | +5.1% | -6.0% | -2.0% |
| 6M | +6.1% | +14.1% | -7.9% | +3.3% |
| YTD | +18.9% | +26.4% | -7.5% | +13.0% |
| 1Y | +29.3% | +25.1% | +4.2% | +22.9% |
| 3Y | +64.9% | +59.7% | +5.1% | +42.5% |
| 5Y | +98.0% | -63.8% | +161.8% | +108.2% |
| All | +346.0% | +578.7% | -232.7% | +181.6% |
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