+266.7%
MNST vs XYZ
+690.7%
-424.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.7% |
| 7D | -5.0% | +14.9% | -19.8% | -7.0% |
| 30D | +4.6% | +14.7% | -10.1% | +2.4% |
| 3M | +1.0% | +12.1% | -11.1% | -0.9% |
| 6M | +5.8% | +18.3% | -12.5% | +2.7% |
| YTD | +19.1% | +36.1% | -17.0% | +12.5% |
| 1Y | +30.9% | +35.3% | -4.4% | +23.5% |
| 3Y | +65.7% | +73.5% | -7.8% | +43.4% |
| 5Y | +99.0% | -61.6% | +160.6% | +105.1% |
| 10Y | +313.1% | +638.0% | -324.9% | +205.4% |
| All | +266.7% | +690.7% | -424.0% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling