+50.9%
MNST vs TDG
+50.2%
+0.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -3.6% | -2.4% | -1.1% | -3.3% |
| 30D | -6.3% | -8.0% | +1.7% | -5.3% |
| 3M | -5.0% | -10.5% | +5.5% | -3.7% |
| 6M | +13.1% | -11.9% | +25.1% | +14.6% |
| YTD | +11.8% | -15.4% | +27.1% | +13.4% |
| 1Y | +35.2% | -14.2% | +49.5% | +36.9% |
| All | +50.9% | +50.2% | +0.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling