+43.7%
XLP vs MNST
+72.2%
-28.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | +11.6% | +10.6% | +1.0% | +8.8% |
| 3M | +7.6% | +1.3% | +6.4% | +7.2% |
| 6M | +10.0% | +26.2% | -16.2% | +3.7% |
| YTD | +19.7% | +24.8% | -5.0% | +13.0% |
| 1Y | +23.5% | +40.9% | -17.5% | +12.9% |
| All | +43.7% | +72.2% | -28.4% | +26.1% |
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