+167.2%
XLE vs MNST
+301.8%
-134.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.1% |
| 7D | -12.0% | -3.4% | -8.6% | -11.3% |
| 30D | -2.7% | +6.6% | -9.4% | -4.6% |
| 3M | +6.6% | -2.9% | +9.5% | +7.1% |
| 6M | +9.5% | +18.4% | -8.9% | +3.6% |
| YTD | +40.6% | +19.3% | +21.3% | +32.0% |
| 1Y | +43.6% | +37.9% | +5.7% | +28.9% |
| 3Y | +58.1% | +62.9% | -4.8% | +32.5% |
| 5Y | +152.2% | +99.6% | +52.6% | +91.6% |
| All | +167.2% | +301.8% | -134.6% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling