+205.4%
XOM vs MNST
+344.7%
-139.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | +2.8% | +1.6% | +1.2% | +2.5% |
| 30D | -3.6% | +5.1% | -8.7% | -4.8% |
| 3M | +8.2% | -0.5% | +8.7% | +8.1% |
| 6M | +14.0% | +8.1% | +5.9% | +11.5% |
| YTD | +44.6% | +21.2% | +23.4% | +36.7% |
| 1Y | +47.8% | +30.7% | +17.0% | +37.0% |
| 3Y | +79.6% | +67.3% | +12.3% | +53.9% |
| 5Y | +214.3% | +101.9% | +112.4% | +149.9% |
| All | +205.4% | +344.7% | -139.3% | +97.1% |
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