-0.2%
SOXL vs MNST
+97.3%
-97.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.4% |
| 7D | -23.3% | -3.9% | -19.4% | -20.3% |
| 30D | -59.9% | +3.9% | -63.8% | -62.4% |
| 3M | -56.8% | -0.8% | -56.0% | -58.7% |
| 6M | -68.3% | +5.1% | -73.4% | -72.9% |
| YTD | +33.5% | +18.3% | +15.2% | -0.1% |
| 1Y | +24.8% | +29.5% | -4.7% | -17.0% |
| 3Y | +177.0% | +64.0% | +112.9% | +19.2% |
| 5Y | -0.2% | +97.2% | -97.4% | -69.9% |
| All | -0.2% | +97.3% | -97.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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