+1,365.8%
XLK vs MNST
+171,027.0%
-169,661.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -1.2% | -6.9% | +5.7% | -0.1% |
| 30D | -11.2% | +3.7% | -15.0% | -11.8% |
| 3M | -6.2% | -0.3% | -5.9% | -6.4% |
| 6M | -1.7% | +5.1% | -6.8% | -2.9% |
| YTD | +21.5% | +18.4% | +3.1% | +17.7% |
| 1Y | +19.6% | +26.3% | -6.6% | +14.7% |
| 3Y | +97.9% | +64.3% | +33.7% | +80.9% |
| 5Y | +118.9% | +96.8% | +22.1% | +94.6% |
| 10Y | +726.5% | +333.2% | +393.3% | +564.0% |
| All | +1,365.8% | +171,027.0% | -169,661.2% | +602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling