+101.4%
XLP vs MNST
+242.3%
-140.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | -6.5% | +5.5% | +1.1% |
| 30D | -0.9% | -7.2% | +6.3% | +1.5% |
| 3M | +3.8% | -1.0% | +4.8% | +4.0% |
| 6M | -1.7% | +11.5% | -13.2% | -5.7% |
| YTD | +10.3% | +14.3% | -4.1% | +4.8% |
| 1Y | +7.8% | +38.1% | -30.3% | -4.1% |
| 3Y | +27.2% | +55.0% | -27.8% | +7.4% |
| 5Y | +32.5% | +79.6% | -47.1% | +4.7% |
| All | +101.4% | +242.3% | -140.9% | +33.6% |
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