+27.6%
XLY vs MNST
+78.6%
-51.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -3.9% | -2.2% | -1.6% | -3.1% |
| 30D | -6.1% | -5.4% | -0.7% | -4.3% |
| 3M | -1.2% | -5.5% | +4.4% | +0.7% |
| 6M | -1.8% | +12.4% | -14.1% | -6.9% |
| YTD | -5.9% | +12.4% | -18.3% | -11.0% |
| 1Y | -3.1% | +37.2% | -40.3% | -16.1% |
| 3Y | +36.0% | +52.9% | -16.9% | +10.4% |
| 5Y | +27.6% | +79.7% | -52.1% | -8.5% |
| All | +27.6% | +78.6% | -51.1% | -8.5% |
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