+235.2%
XLI vs MNST
+316.3%
-81.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | -0.5% | -5.0% | +4.5% | +1.2% |
| 30D | -0.2% | +4.6% | -4.8% | -1.9% |
| 3M | -8.6% | +1.0% | -9.6% | -9.2% |
| 6M | -2.0% | +5.8% | -7.8% | -4.5% |
| YTD | +9.7% | +19.1% | -9.3% | +1.8% |
| 1Y | +11.4% | +30.9% | -19.5% | -0.3% |
| 3Y | +74.2% | +65.7% | +8.5% | +39.9% |
| 5Y | +70.0% | +99.0% | -29.0% | +24.2% |
| 10Y | +235.2% | +313.1% | -77.8% | +102.4% |
| All | +235.2% | +316.3% | -81.1% | +102.4% |
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