+65.7%
MNST vs TE
-20.5%
+86.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -5.0% | -10.5% | +5.6% | -4.8% |
| 30D | +4.6% | -32.4% | +37.0% | +5.3% |
| 3M | +1.0% | -60.9% | +61.9% | +2.7% |
| 6M | +5.8% | -62.8% | +68.6% | +6.8% |
| YTD | +19.1% | -65.7% | +84.8% | +19.8% |
| 1Y | +30.9% | -39.9% | +70.8% | +29.8% |
| 3Y | +65.7% | +10.6% | +55.1% | +59.0% |
| All | +65.7% | -20.5% | +86.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling