+50.9%
MNST vs TDY
+44.8%
+6.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -3.6% | -1.8% | -1.7% | -3.4% |
| 30D | -6.3% | -13.8% | +7.5% | -5.0% |
| 3M | -5.0% | -3.9% | -1.1% | -4.8% |
| 6M | +13.1% | -9.0% | +22.1% | +13.9% |
| YTD | +11.8% | +16.5% | -4.8% | +8.9% |
| 1Y | +35.2% | +9.3% | +26.0% | +32.7% |
| All | +50.9% | +44.8% | +6.1% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling