+264.3%
MNST vs XYZ
+664.1%
-399.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | -3.9% | +12.6% | -16.5% | -5.7% |
| 30D | +3.9% | +10.8% | -6.9% | +2.2% |
| 3M | -0.8% | +8.4% | -9.2% | -2.3% |
| 6M | +5.1% | +14.3% | -9.2% | +2.5% |
| YTD | +18.3% | +31.5% | -13.2% | +12.3% |
| 1Y | +29.5% | +28.1% | +1.4% | +23.2% |
| 3Y | +64.0% | +66.2% | -2.1% | +42.9% |
| 5Y | +97.2% | -62.3% | +159.5% | +103.8% |
| 10Y | +328.4% | +634.6% | -306.1% | +218.3% |
| All | +264.3% | +664.1% | -399.8% | +170.3% |
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