+598,486.6%
MNST vs TAP
+864.5%
+597,622.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | +3.2% | +7.7% | -4.5% | +2.4% |
| 30D | +10.6% | +14.4% | -3.8% | +9.1% |
| 3M | +1.3% | +2.0% | -0.8% | +1.0% |
| 6M | +26.2% | +2.5% | +23.7% | +25.7% |
| YTD | +24.8% | -6.4% | +31.2% | +25.2% |
| 1Y | +40.9% | -2.3% | +43.3% | +40.8% |
| 3Y | +72.2% | -20.3% | +92.5% | +75.0% |
| 5Y | +108.8% | +6.9% | +101.9% | +106.4% |
| 10Y | +324.4% | -46.3% | +370.8% | +329.8% |
| All | +598,486.6% | +864.5% | +597,622.1% | +914,450.5% |
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