-4.1%
XLC vs MNST
+30.7%
-34.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +7.1% | -5.0% | +12.0% | +7.5% |
| 30D | -2.7% | +4.6% | -7.3% | -3.1% |
| 3M | -3.2% | +1.0% | -4.2% | -3.2% |
| 6M | -7.7% | +5.8% | -13.4% | -7.8% |
| YTD | -8.0% | +19.1% | -27.0% | -9.6% |
| All | -4.1% | +30.7% | -34.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling