+34.9%
XLV vs MNST
+78.6%
-43.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -4.4% | -2.2% | -2.1% | -3.9% |
| 30D | -1.4% | -5.4% | +4.0% | -0.2% |
| 3M | +8.9% | -5.5% | +14.4% | +10.2% |
| 6M | +9.1% | +12.4% | -3.3% | +5.6% |
| YTD | +7.9% | +12.4% | -4.5% | +4.3% |
| 1Y | +22.7% | +37.2% | -14.4% | +12.2% |
| 3Y | +31.9% | +52.9% | -21.0% | +16.5% |
| 5Y | +34.9% | +79.7% | -44.8% | +11.4% |
| All | +34.9% | +78.6% | -43.8% | +11.4% |
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