-4.1%
XLY vs MNST
+37.9%
-42.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -4.2% | -5.6% | +1.4% | -3.4% |
| 3M | -2.7% | -5.7% | +3.0% | -1.9% |
| 6M | -0.6% | +12.0% | -12.6% | -2.5% |
| YTD | -5.0% | +13.2% | -18.2% | -6.6% |
| 1Y | -4.1% | +36.1% | -40.1% | -7.2% |
| All | -4.1% | +37.9% | -42.0% | -7.2% |
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 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