+215.2%
XLY vs MNST
+253.9%
-38.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -4.2% | -5.6% | +1.4% | -2.1% |
| 3M | -2.7% | -5.7% | +3.0% | -0.7% |
| 6M | -0.6% | +12.0% | -12.6% | -5.9% |
| YTD | -5.0% | +13.2% | -18.2% | -10.7% |
| 1Y | -4.1% | +36.1% | -40.1% | -16.8% |
| 3Y | +33.6% | +52.9% | -19.3% | +8.1% |
| 5Y | +28.7% | +81.0% | -52.3% | -4.8% |
| All | +215.2% | +253.9% | -38.7% | +92.0% |
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