+423.1%
XLF vs MNST
+171,931.7%
-171,508.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.7% | -5.0% | +5.7% | +1.7% |
| 30D | +6.0% | +4.6% | +1.4% | +5.1% |
| 3M | +1.0% | +1.0% | 0.0% | +0.8% |
| 6M | +14.0% | +5.8% | +8.2% | +12.7% |
| YTD | +7.2% | +19.1% | -11.9% | +3.4% |
| 1Y | +11.6% | +30.9% | -19.3% | +5.8% |
| 3Y | +81.2% | +65.7% | +15.5% | +63.5% |
| 5Y | +57.9% | +99.0% | -41.1% | +37.4% |
| 10Y | +234.4% | +313.1% | -78.6% | +156.7% |
| All | +423.1% | +171,931.7% | -171,508.5% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling