+425.8%
XLF vs MNST
+170,800.9%
-170,375.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.9% | -3.9% | +5.8% | +2.6% |
| 30D | +6.5% | +3.9% | +2.6% | +5.8% |
| 3M | +1.2% | -0.8% | +2.0% | +1.2% |
| 6M | +14.6% | +5.1% | +9.5% | +13.4% |
| YTD | +7.7% | +18.3% | -10.5% | +4.0% |
| 1Y | +11.8% | +29.5% | -17.7% | +6.2% |
| 3Y | +80.1% | +64.0% | +16.0% | +62.8% |
| 5Y | +59.0% | +97.2% | -38.2% | +38.6% |
| 10Y | +224.2% | +328.4% | -104.3% | +147.6% |
| All | +425.8% | +170,800.9% | -170,375.0% | +125.7% |
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 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