+548,301.9%
MNST vs TAP
+825.0%
+547,476.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.5% | -2.3% | -4.2% | -6.3% |
| 30D | -7.2% | -2.1% | -5.1% | -7.0% |
| 3M | -1.0% | +6.6% | -7.6% | -1.7% |
| 6M | +11.5% | -11.5% | +23.0% | +12.7% |
| YTD | +14.3% | -10.3% | +24.6% | +15.3% |
| 1Y | +38.1% | -14.4% | +52.5% | +39.9% |
| 3Y | +55.0% | -28.3% | +83.3% | +59.2% |
| 5Y | +79.6% | +1.7% | +77.9% | +78.5% |
| 10Y | +241.8% | -49.2% | +291.0% | +248.0% |
| All | +548,301.9% | +825.0% | +547,476.9% | +841,808.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 all: compounded portfolio wealth divided by compounded TAP 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…
all analysis · Full analysis span regression · 6 months rolling