+240.4%
MNST vs TD
+295.4%
-55.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -4.1% | +0.9% | -4.9% | -4.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.4% |
| 3M | -2.5% | +6.3% | -8.7% | -5.0% |
| 6M | +14.1% | +27.9% | -13.8% | +3.2% |
| YTD | +12.6% | +29.8% | -17.3% | +1.0% |
| 1Y | +36.9% | +63.7% | -26.7% | +11.8% |
| 3Y | +53.1% | +128.3% | -75.2% | +7.2% |
| 5Y | +78.2% | +125.5% | -47.3% | +23.7% |
| 10Y | +240.4% | +296.7% | -56.3% | +77.1% |
| All | +240.4% | +295.4% | -55.0% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling