+3.3%
XLU vs MNST
+36.6%
-33.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.2% | -2.2% | +1.1% | -1.1% |
| 30D | -2.5% | -5.4% | +2.8% | -2.4% |
| 3M | -2.7% | -5.5% | +2.8% | -2.5% |
| 6M | -7.5% | +12.4% | -19.8% | -7.5% |
| YTD | +0.9% | +12.4% | -11.5% | +1.0% |
| 1Y | +3.3% | +37.2% | -33.9% | +3.9% |
| All | +3.3% | +36.6% | -33.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling