+3,609.6%
MNST vs TDG
+13,257.8%
-9,648.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.5% | -2.0% | -4.5% | -5.9% |
| 30D | -7.2% | -7.4% | +0.2% | -4.9% |
| 3M | -1.0% | -5.4% | +4.4% | +0.4% |
| 6M | +11.5% | -11.6% | +23.1% | +15.2% |
| YTD | +14.3% | -12.6% | +26.9% | +18.0% |
| 1Y | +38.1% | -9.3% | +47.5% | +40.5% |
| 3Y | +55.0% | +49.2% | +5.8% | +30.0% |
| 5Y | +79.6% | +132.1% | -52.5% | +27.4% |
| 10Y | +241.8% | +544.8% | -303.0% | +51.1% |
| All | +3,609.6% | +13,257.8% | -9,648.1% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling