+67.4%
XLF vs MNST
+80.0%
-12.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | 0.0% | -6.5% | +6.5% | +1.8% |
| 30D | +0.2% | -7.2% | +7.4% | +2.1% |
| 3M | +11.7% | -1.0% | +12.7% | +11.8% |
| 6M | +13.8% | +11.5% | +2.3% | +9.8% |
| YTD | +7.0% | +14.3% | -7.3% | +2.3% |
| 1Y | +9.1% | +38.1% | -29.0% | -2.1% |
| 3Y | +75.6% | +55.0% | +20.6% | +50.2% |
| All | +67.4% | +80.0% | -12.6% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling