+328.4%
MNST vs TECK
+211.9%
+116.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.3% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | +3.9% | -7.6% | +11.5% | +4.7% |
| 3M | -0.8% | -5.9% | +5.1% | -0.4% |
| 6M | +5.1% | -2.8% | +7.9% | +4.7% |
| YTD | +18.3% | +31.8% | -13.6% | +13.3% |
| 1Y | +29.5% | +49.1% | -19.6% | +22.1% |
| 3Y | +64.0% | +83.0% | -19.0% | +47.4% |
| 5Y | +97.2% | +150.6% | -53.4% | +64.6% |
| 10Y | +328.4% | +219.0% | +109.5% | +200.9% |
| All | +328.4% | +211.9% | +116.5% | +200.9% |
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