+174.3%
XLE vs MNST
+242.3%
-68.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | -6.5% | +8.7% | +4.0% |
| 30D | +11.8% | -7.2% | +19.0% | +13.9% |
| 3M | +9.8% | -1.0% | +10.8% | +9.7% |
| 6M | +15.6% | +11.5% | +4.1% | +11.1% |
| YTD | +45.3% | +14.3% | +30.9% | +38.3% |
| 1Y | +48.3% | +38.1% | +10.2% | +32.8% |
| 3Y | +55.4% | +55.0% | +0.5% | +32.1% |
| 5Y | +216.1% | +79.6% | +136.5% | +149.6% |
| All | +174.3% | +242.3% | -68.0% | +80.2% |
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 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