+162.3%
MNST vs TE
-49.8%
+212.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.6% |
| 7D | -3.6% | +15.0% | -18.5% | -4.1% |
| 30D | -6.3% | -7.5% | +1.2% | -6.1% |
| 3M | -5.0% | -42.0% | +37.0% | -3.5% |
| 6M | +13.1% | -31.4% | +44.6% | +12.7% |
| YTD | +11.8% | -26.5% | +38.2% | +10.5% |
| 1Y | +35.2% | +153.1% | -117.8% | +25.2% |
| 3Y | +52.0% | -20.7% | +72.7% | +45.9% |
| 5Y | +77.9% | -45.4% | +123.3% | +68.9% |
| All | +162.3% | -49.8% | +212.1% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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