+161.1%
XLU vs MNST
+336.2%
-175.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.2% | -4.7% | +5.9% | +2.5% |
| 30D | +4.6% | +5.2% | -0.6% | +3.1% |
| 3M | +0.7% | -0.9% | +1.6% | +0.6% |
| 6M | -1.7% | +6.1% | -7.9% | -3.8% |
| YTD | +4.8% | +18.9% | -14.1% | -1.3% |
| 1Y | +0.2% | +29.3% | -29.1% | -8.0% |
| 3Y | +58.9% | +64.9% | -6.0% | +33.5% |
| 5Y | +52.8% | +98.0% | -45.2% | +19.1% |
| All | +161.1% | +336.2% | -175.1% | +61.7% |
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