+248.4%
MNST vs TECK
+372.8%
-124.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.5% |
| 7D | -3.6% | +4.9% | -8.4% | -4.1% |
| 30D | -6.3% | +5.2% | -11.5% | -6.9% |
| 3M | -5.0% | +13.8% | -18.7% | -6.6% |
| 6M | +13.1% | +38.5% | -25.4% | +8.4% |
| YTD | +11.8% | +47.3% | -35.6% | +6.0% |
| 1Y | +35.2% | +81.0% | -45.7% | +24.9% |
| 3Y | +52.0% | +79.9% | -27.9% | +37.5% |
| 5Y | +77.9% | +207.9% | -130.0% | +45.3% |
| 10Y | +248.4% | +389.5% | -141.1% | +145.3% |
| All | +248.4% | +372.8% | -124.4% | +145.3% |
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