+101,617.5%
MNST vs TCOM
+2,922.3%
+98,695.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.6% |
| 7D | -3.4% | +12.1% | -15.5% | -5.2% |
| 30D | +6.6% | +16.5% | -9.9% | +4.0% |
| 3M | -2.9% | -4.0% | +1.2% | -2.4% |
| 6M | +18.4% | -18.5% | +37.0% | +21.9% |
| YTD | +19.3% | -38.3% | +57.6% | +27.7% |
| 1Y | +37.9% | -36.6% | +74.5% | +46.9% |
| 3Y | +62.9% | +31.1% | +31.7% | +48.2% |
| 5Y | +99.6% | +47.6% | +52.0% | +68.2% |
| 10Y | +305.7% | +5.1% | +300.7% | +241.1% |
| All | +101,617.5% | +2,922.3% | +98,695.3% | +35,610.5% |
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