+252.4%
XLI vs MNST
+240.5%
+11.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +1.0% | -4.1% | +5.1% | +2.4% |
| 30D | -5.8% | -4.5% | -1.3% | -4.5% |
| 3M | +0.7% | -2.5% | +3.2% | +1.1% |
| 6M | +3.2% | +14.1% | -11.0% | -2.4% |
| YTD | +13.0% | +12.6% | +0.5% | +7.2% |
| 1Y | +16.8% | +36.9% | -20.2% | +2.6% |
| 3Y | +72.4% | +53.1% | +19.3% | +42.6% |
| 5Y | +82.8% | +78.2% | +4.5% | +39.7% |
| 10Y | +252.4% | +240.4% | +12.1% | +127.2% |
| All | +252.4% | +240.5% | +11.9% | +127.2% |
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 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