+127.5%
XLP vs MNST
+320.3%
-192.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | +3.5% | +3.2% | +0.3% | +2.4% |
| 30D | +11.6% | +10.6% | +1.0% | +8.0% |
| 3M | +7.6% | +1.3% | +6.4% | +7.1% |
| 6M | +10.0% | +26.2% | -16.2% | +1.4% |
| YTD | +19.7% | +24.8% | -5.0% | +10.6% |
| 1Y | +23.5% | +40.9% | -17.5% | +9.3% |
| 3Y | +44.0% | +72.2% | -28.2% | +17.6% |
| 5Y | +42.7% | +108.8% | -66.1% | +7.3% |
| All | +127.5% | +320.3% | -192.8% | +39.3% |
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