+227.3%
XLI vs MNST
+336.2%
-108.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +4.3% | -4.7% | +9.0% | +6.0% |
| 30D | +0.5% | +5.2% | -4.8% | -1.5% |
| 3M | -8.6% | -0.9% | -7.7% | -8.7% |
| 6M | -2.3% | +6.1% | -8.5% | -5.0% |
| YTD | +10.1% | +18.9% | -8.8% | +2.1% |
| 1Y | +11.0% | +29.3% | -18.3% | -0.3% |
| 3Y | +72.3% | +64.9% | +7.4% | +38.3% |
| 5Y | +70.8% | +98.0% | -27.2% | +24.7% |
| All | +227.3% | +336.2% | -108.8% | +94.9% |
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