+45.5%
XLU vs MNST
+78.1%
-32.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +2.1% | -4.1% | +6.2% | +2.9% |
| 30D | -0.4% | -4.5% | +4.1% | +0.4% |
| 3M | +0.5% | -2.5% | +2.9% | +0.8% |
| 6M | -5.8% | +14.1% | -19.9% | -8.7% |
| YTD | +3.1% | +12.6% | -9.4% | +0.1% |
| 1Y | +8.1% | +36.9% | -28.8% | 0.0% |
| 3Y | +50.5% | +53.1% | -2.6% | +34.7% |
| All | +45.5% | +78.1% | -32.6% | +23.2% |
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