+99.0%
MNST vs TD
+105.4%
-6.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -5.0% | -0.6% | -4.3% | -4.8% |
| 30D | +4.6% | +7.9% | -3.4% | +2.4% |
| 3M | +1.0% | +3.1% | -2.1% | 0.0% |
| 6M | +5.8% | +17.2% | -11.4% | +0.9% |
| YTD | +19.1% | +34.7% | -15.7% | +9.0% |
| 1Y | +30.9% | +56.9% | -26.0% | +14.6% |
| 3Y | +65.7% | +134.7% | -69.0% | +26.4% |
| 5Y | +99.0% | +104.8% | -5.8% | +60.1% |
| All | +99.0% | +105.4% | -6.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling