+62.9%
MNST vs TCOM
+30.2%
+32.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.5% |
| 7D | -3.4% | +12.1% | -15.5% | -3.9% |
| 30D | +6.6% | +16.5% | -9.9% | +5.9% |
| 3M | -2.9% | -4.0% | +1.2% | -2.8% |
| 6M | +18.4% | -18.5% | +37.0% | +19.2% |
| YTD | +19.3% | -38.3% | +57.6% | +21.0% |
| 1Y | +37.9% | -36.6% | +74.5% | +39.8% |
| 3Y | +62.9% | +31.1% | +31.7% | +58.9% |
| All | +62.9% | +30.2% | +32.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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