+54.7%
MNST vs TD
+128.3%
-73.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -6.5% | +0.3% | -6.8% | -6.5% |
| 30D | -7.2% | +0.4% | -7.6% | -7.3% |
| 3M | -1.0% | +7.6% | -8.7% | -2.3% |
| 6M | +11.5% | +25.0% | -13.5% | +7.1% |
| YTD | +14.3% | +31.0% | -16.7% | +9.0% |
| 1Y | +38.1% | +65.2% | -27.1% | +26.5% |
| All | +54.7% | +128.3% | -73.6% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling