+168.3%
MNST vs TE
-53.0%
+221.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -6.5% | -4.0% | -2.5% | -6.4% |
| 30D | -7.2% | -15.9% | +8.7% | -6.7% |
| 3M | -1.0% | -60.5% | +59.5% | +2.0% |
| 6M | +11.5% | -35.2% | +46.7% | +11.3% |
| YTD | +14.3% | -31.1% | +45.4% | +13.3% |
| 1Y | +38.1% | +148.6% | -110.5% | +27.9% |
| 3Y | +55.0% | -26.4% | +81.4% | +49.3% |
| 5Y | +79.6% | -48.0% | +127.6% | +70.9% |
| All | +168.3% | -53.0% | +221.2% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling