+252.1%
MNST vs XYZ
+638.9%
-386.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -6.5% | -1.0% | -5.5% | -6.4% |
| 30D | -7.2% | -1.7% | -5.5% | -7.1% |
| 3M | -1.0% | +16.7% | -17.8% | -3.5% |
| 6M | +11.5% | +26.9% | -15.4% | +7.3% |
| YTD | +14.3% | +27.1% | -12.8% | +9.3% |
| 1Y | +38.1% | +9.3% | +28.9% | +34.4% |
| 3Y | +55.0% | +42.3% | +12.7% | +38.2% |
| 5Y | +79.6% | -69.3% | +148.9% | +91.8% |
| 10Y | +241.8% | +586.8% | -345.0% | +155.6% |
| All | +252.1% | +638.9% | -386.9% | +163.0% |
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 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