+561.3%
XLP vs MNST
+180,186.5%
-179,625.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +3.5% | +3.2% | +0.3% | +3.2% |
| 30D | +11.6% | +10.6% | +1.0% | +10.5% |
| 3M | +7.6% | +1.3% | +6.4% | +7.5% |
| 6M | +10.0% | +26.2% | -16.2% | +7.5% |
| YTD | +19.7% | +24.8% | -5.0% | +17.0% |
| 1Y | +23.5% | +40.9% | -17.5% | +19.3% |
| 3Y | +44.0% | +72.2% | -28.2% | +36.1% |
| 5Y | +42.7% | +108.8% | -66.1% | +32.3% |
| 10Y | +131.3% | +324.4% | -193.1% | +102.5% |
| All | +561.3% | +180,186.5% | -179,625.2% | +393.5% |
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