+194,327.9%
MNST vs TDY
+7,574.9%
+186,752.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.7% | +9.4% | -14.2% | -6.6% |
| 30D | +5.2% | +5.9% | -0.7% | +3.7% |
| 3M | -0.9% | -5.7% | +4.8% | 0.0% |
| 6M | +6.1% | +2.4% | +3.7% | +5.0% |
| YTD | +18.9% | +26.8% | -7.9% | +11.9% |
| 1Y | +29.3% | +24.7% | +4.6% | +22.1% |
| 3Y | +64.9% | +69.2% | -4.3% | +44.2% |
| 5Y | +98.0% | +45.7% | +52.3% | +78.0% |
| 10Y | +334.8% | +444.2% | -109.3% | +196.0% |
| All | +194,327.9% | +7,574.9% | +186,752.9% | +103,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling