+169.4%
XLV vs MNST
+253.9%
-84.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -1.0% | -2.6% | -3.3% |
| 30D | -1.8% | -5.6% | +3.8% | -0.2% |
| 3M | +7.8% | -5.7% | +13.5% | +9.5% |
| 6M | +9.1% | +12.0% | -2.9% | +4.6% |
| YTD | +7.7% | +13.2% | -5.5% | +2.7% |
| 1Y | +20.4% | +36.1% | -15.6% | +7.9% |
| 3Y | +30.8% | +52.9% | -22.1% | +11.2% |
| 5Y | +34.6% | +81.0% | -46.4% | +6.1% |
| All | +169.4% | +253.9% | -84.5% | +79.1% |
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