+127.5%
XLC vs MNST
+227.9%
-100.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.1% |
| 7D | +4.9% | -3.4% | +8.3% | +6.2% |
| 30D | -5.8% | +6.6% | -12.4% | -8.3% |
| 3M | -5.4% | -2.9% | -2.5% | -4.7% |
| 6M | -10.2% | +18.4% | -28.6% | -17.1% |
| YTD | -10.2% | +19.3% | -29.4% | -17.7% |
| 1Y | -5.6% | +37.9% | -43.5% | -19.0% |
| 3Y | +61.0% | +62.9% | -1.9% | +25.4% |
| 5Y | +35.2% | +99.6% | -64.3% | -6.9% |
| All | +127.5% | +227.9% | -100.3% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling