+354.7%
MNST vs TECK
+198.5%
+156.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | +1.6% | -0.4% | +2.1% | +1.6% |
| 30D | +5.1% | -7.1% | +12.2% | +5.8% |
| 3M | -0.5% | -5.5% | +5.0% | -0.1% |
| 6M | +8.1% | -9.7% | +17.8% | +8.6% |
| YTD | +21.2% | +26.3% | -5.1% | +16.6% |
| 1Y | +30.7% | +44.4% | -13.6% | +23.7% |
| 3Y | +67.3% | +70.1% | -2.8% | +51.6% |
| 5Y | +101.9% | +125.8% | -23.9% | +70.7% |
| All | +354.7% | +198.5% | +156.2% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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