+136.6%
XLU vs MNST
+251.4%
-114.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.2% | -2.2% | +1.1% | -0.6% |
| 30D | -2.5% | -5.4% | +2.8% | -1.2% |
| 3M | -2.7% | -5.5% | +2.8% | -1.5% |
| 6M | -7.5% | +12.4% | -19.8% | -11.1% |
| YTD | +0.9% | +12.4% | -11.5% | -3.3% |
| 1Y | +3.3% | +37.2% | -33.9% | -7.1% |
| 3Y | +47.3% | +52.9% | -5.6% | +26.4% |
| 5Y | +44.4% | +79.7% | -35.3% | +15.9% |
| All | +136.6% | +251.4% | -114.8% | +54.7% |
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