+62.9%
MNST vs TECK
+66.4%
-3.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +6.6% | -7.5% | +14.2% | +7.1% |
| 3M | -2.9% | -8.4% | +5.5% | -2.5% |
| 6M | +18.4% | -2.2% | +20.7% | +18.1% |
| YTD | +19.3% | +26.8% | -7.6% | +17.2% |
| 1Y | +37.9% | +46.5% | -8.6% | +34.5% |
| 3Y | +62.9% | +69.0% | -6.1% | +51.7% |
| All | +62.9% | +66.4% | -3.5% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling