+251.2%
MNST vs TDY
+479.2%
-228.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.0% | -1.1% | +0.2% | -0.6% |
| 30D | -5.6% | -12.0% | +6.4% | -1.8% |
| 3M | -5.7% | -3.2% | -2.5% | -5.0% |
| 6M | +12.0% | -7.9% | +19.8% | +14.1% |
| YTD | +13.2% | +18.2% | -5.0% | +5.7% |
| 1Y | +36.1% | +6.7% | +29.4% | +31.1% |
| 3Y | +52.9% | +47.5% | +5.3% | +29.0% |
| 5Y | +81.0% | +39.5% | +41.5% | +54.1% |
| All | +251.2% | +479.2% | -228.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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