+45.8%
MNST vs TD
+61.0%
-15.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.6% | +2.9% |
| 7D | +6.8% | +1.4% | +5.4% | +6.5% |
| 30D | +12.0% | +10.2% | +1.8% | +10.5% |
| 3M | +3.5% | +8.1% | -4.6% | +2.2% |
| 6M | +29.7% | +22.3% | +7.3% | +25.3% |
| YTD | +27.2% | +39.0% | -11.9% | +21.0% |
| 1Y | +45.8% | +62.6% | -16.8% | +41.7% |
| All | +45.8% | +61.0% | -15.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling