+234.4%
XLF vs MNST
+316.3%
-81.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.7% | -5.0% | +5.7% | +2.6% |
| 30D | +6.0% | +4.6% | +1.4% | +4.2% |
| 3M | +1.0% | +1.0% | 0.0% | +0.4% |
| 6M | +14.0% | +5.8% | +8.2% | +11.2% |
| YTD | +7.2% | +19.1% | -11.9% | -0.6% |
| 1Y | +11.6% | +30.9% | -19.3% | -0.3% |
| 3Y | +81.2% | +65.7% | +15.5% | +44.8% |
| 5Y | +57.9% | +99.0% | -41.1% | +14.6% |
| 10Y | +234.4% | +313.1% | -78.6% | +105.9% |
| All | +234.4% | +316.3% | -81.9% | +105.9% |
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