+246.4%
XLF vs MNST
+240.5%
+5.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.8% |
| 7D | +0.2% | -4.1% | +4.3% | +1.6% |
| 30D | -0.5% | -4.5% | +4.0% | +1.0% |
| 3M | +10.6% | -2.5% | +13.1% | +11.4% |
| 6M | +14.3% | +14.1% | +0.2% | +8.1% |
| YTD | +5.5% | +12.6% | -7.0% | 0.0% |
| 1Y | +9.6% | +36.9% | -27.4% | -4.0% |
| 3Y | +75.2% | +53.1% | +22.1% | +44.4% |
| 5Y | +65.5% | +78.2% | -12.7% | +25.8% |
| 10Y | +246.4% | +240.4% | +6.1% | +126.7% |
| All | +246.4% | +240.5% | +5.9% | +126.7% |
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