+248.7%
MNST vs TDG
+540.0%
-291.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | -2.7% | +0.4% | -1.5% |
| 30D | -5.4% | -9.3% | +3.9% | -2.9% |
| 3M | -5.5% | -7.1% | +1.5% | -3.9% |
| 6M | +12.4% | -11.2% | +23.5% | +15.2% |
| YTD | +12.4% | -15.3% | +27.7% | +16.3% |
| 1Y | +37.2% | -12.5% | +49.6% | +40.4% |
| 3Y | +52.9% | +51.2% | +1.7% | +31.3% |
| 5Y | +79.7% | +126.1% | -46.4% | +35.7% |
| All | +248.7% | +540.0% | -291.4% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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