+64.1%
XLI vs MNST
+100.5%
-36.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.0% |
| 30D | -3.1% | +6.6% | -9.7% | -4.7% |
| 3M | -11.7% | -2.9% | -8.8% | -11.3% |
| 6M | -7.6% | +18.4% | -26.0% | -12.2% |
| YTD | +5.7% | +19.3% | -13.6% | -0.2% |
| 1Y | +7.8% | +37.9% | -30.1% | -2.4% |
| 3Y | +67.4% | +62.9% | +4.5% | +42.3% |
| All | +64.1% | +100.5% | -36.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling