+65.7%
MNST vs XYZ
+67.7%
-2.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | -5.0% | +14.9% | -19.8% | -5.8% |
| 30D | +4.6% | +14.7% | -10.1% | +3.7% |
| 3M | +1.0% | +12.1% | -11.1% | +0.2% |
| 6M | +5.8% | +18.3% | -12.5% | +4.6% |
| YTD | +19.1% | +36.1% | -17.0% | +17.0% |
| 1Y | +30.9% | +35.3% | -4.4% | +28.6% |
| 3Y | +65.7% | +73.5% | -7.8% | +55.6% |
| All | +65.7% | +67.7% | -2.0% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling