+120.7%
XLK vs MNST
+51.9%
+68.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.3% | -3.6% | +5.9% | +2.7% |
| 30D | +0.8% | -6.3% | +7.1% | +1.4% |
| 3M | +4.1% | -5.0% | +9.0% | +4.3% |
| 6M | +34.8% | +13.1% | +21.6% | +31.5% |
| YTD | +30.8% | +11.8% | +19.1% | +27.6% |
| 1Y | +42.4% | +35.2% | +7.1% | +35.0% |
| All | +120.7% | +51.9% | +68.7% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling