+72.9%
XOM vs MNST
+64.6%
+8.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.5% |
| 7D | -11.4% | -3.4% | -8.0% | -11.3% |
| 30D | +1.1% | +6.6% | -5.5% | +0.8% |
| 3M | +7.8% | -2.9% | +10.7% | +7.8% |
| 6M | +13.0% | +18.4% | -5.4% | +12.0% |
| YTD | +40.6% | +19.3% | +21.3% | +39.0% |
| 1Y | +49.1% | +37.9% | +11.2% | +44.7% |
| 3Y | +72.9% | +62.9% | +10.0% | +64.0% |
| All | +72.9% | +64.6% | +8.3% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling