+78.2%
MNST vs TCOM
+26.3%
+51.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -4.1% | -7.6% | +3.5% | -3.4% |
| 30D | -4.5% | -12.2% | +7.7% | -3.4% |
| 3M | -2.5% | -14.2% | +11.8% | -1.3% |
| 6M | +14.1% | -25.0% | +39.1% | +16.9% |
| YTD | +12.6% | -43.7% | +56.2% | +18.0% |
| 1Y | +36.9% | -44.5% | +81.5% | +43.7% |
| 3Y | +53.1% | +13.4% | +39.7% | +45.5% |
| 5Y | +78.2% | +26.5% | +51.8% | +59.0% |
| All | +78.2% | +26.3% | +51.9% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling