+78.2%
MNST vs XYZ
-69.7%
+148.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.1% |
| 7D | -4.1% | +2.9% | -6.9% | -4.5% |
| 30D | -4.5% | +1.4% | -5.9% | -4.7% |
| 3M | -2.5% | +14.6% | -17.0% | -4.3% |
| 6M | +14.1% | +20.8% | -6.6% | +11.1% |
| YTD | +12.6% | +23.1% | -10.5% | +8.8% |
| 1Y | +36.9% | +5.6% | +31.3% | +34.5% |
| 3Y | +53.1% | +50.9% | +2.2% | +36.1% |
| 5Y | +78.2% | -68.6% | +146.8% | +83.0% |
| All | +78.2% | -69.7% | +148.0% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling