+29.3%
MNST vs TECK
+42.2%
-12.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.7% |
| 7D | -4.7% | +2.1% | -6.9% | -4.9% |
| 30D | +5.2% | -8.9% | +14.1% | +6.0% |
| 3M | -0.9% | -7.1% | +6.2% | -0.5% |
| 6M | +6.1% | -7.0% | +13.1% | +6.3% |
| YTD | +18.9% | +28.3% | -9.5% | +18.7% |
| 1Y | +29.3% | +40.6% | -11.2% | +30.7% |
| All | +29.3% | +42.2% | -12.9% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling