+43.0%
XLC vs MNST
+97.2%
-54.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.5% | -6.9% | +10.3% | +5.6% |
| 30D | -2.6% | +3.7% | -6.3% | -3.7% |
| 3M | -2.1% | -0.3% | -1.8% | -2.2% |
| 6M | -5.5% | +5.1% | -10.6% | -7.3% |
| YTD | -6.9% | +18.4% | -25.3% | -12.7% |
| 1Y | -3.7% | +26.3% | -30.0% | -11.7% |
| 3Y | +64.2% | +64.3% | -0.1% | +34.6% |
| 5Y | +43.0% | +96.8% | -53.8% | +3.0% |
| All | +43.0% | +97.2% | -54.2% | +3.0% |
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