+42.0%
XLP vs MNST
+100.5%
-58.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | 0.0% |
| 7D | +0.7% | -3.4% | +4.2% | +1.8% |
| 30D | +10.3% | +6.6% | +3.6% | +8.2% |
| 3M | +6.5% | -2.9% | +9.4% | +7.3% |
| 6M | +8.4% | +18.4% | -10.1% | +2.7% |
| YTD | +18.2% | +19.3% | -1.1% | +11.5% |
| 1Y | +22.4% | +37.9% | -15.5% | +10.3% |
| 3Y | +41.9% | +62.9% | -21.0% | +20.3% |
| All | +42.0% | +100.5% | -58.5% | +9.3% |
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 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