+64.7%
XLC vs MNST
+68.0%
-3.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | +3.7% | +1.6% | +2.1% | +3.5% |
| 30D | -1.9% | +5.1% | -7.0% | -2.6% |
| 3M | -3.1% | -0.5% | -2.6% | -3.1% |
| 6M | -6.4% | +8.1% | -14.5% | -7.4% |
| YTD | -6.8% | +21.2% | -28.0% | -9.5% |
| 1Y | -1.7% | +30.7% | -32.4% | -5.7% |
| 3Y | +64.7% | +67.3% | -2.6% | +51.8% |
| All | +64.7% | +68.0% | -3.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling