+146.6%
XLK vs MNST
+76.8%
+69.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | -3.6% | +5.9% | +3.5% |
| 30D | +0.8% | -6.3% | +7.1% | +2.7% |
| 3M | +4.1% | -5.0% | +9.0% | +5.1% |
| 6M | +34.8% | +13.1% | +21.6% | +27.5% |
| YTD | +30.8% | +11.8% | +19.1% | +23.9% |
| 1Y | +42.4% | +35.2% | +7.1% | +24.5% |
| 3Y | +121.8% | +52.0% | +69.8% | +82.6% |
| 5Y | +146.6% | +77.9% | +68.8% | +86.8% |
| All | +146.6% | +76.8% | +69.8% | +86.8% |
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