+97,390.4%
MNST vs TCOM
+2,694.8%
+94,695.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -9.5% | +3.0% | -5.0% |
| 30D | -7.2% | -10.7% | +3.5% | -5.5% |
| 3M | -1.0% | -14.6% | +13.6% | +1.2% |
| 6M | +11.5% | -19.3% | +30.8% | +14.9% |
| YTD | +14.3% | -42.9% | +57.3% | +24.1% |
| 1Y | +38.1% | -43.8% | +81.9% | +50.1% |
| 3Y | +55.0% | +2.1% | +52.9% | +47.1% |
| 5Y | +79.6% | +31.2% | +48.4% | +54.3% |
| 10Y | +241.8% | -13.9% | +255.7% | +197.8% |
| All | +97,390.4% | +2,694.8% | +94,695.7% | +34,595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling