+248.7%
MNST vs TEL
+301.8%
-53.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.2% | -2.3% | 0.0% | -1.4% |
| 30D | -5.4% | -6.1% | +0.7% | -3.5% |
| 3M | -5.5% | +1.7% | -7.2% | -6.8% |
| 6M | +12.4% | +1.6% | +10.7% | +9.8% |
| YTD | +12.4% | -9.1% | +21.5% | +13.9% |
| 1Y | +37.2% | -1.7% | +38.8% | +33.5% |
| 3Y | +52.9% | +67.3% | -14.4% | +15.2% |
| 5Y | +79.7% | +52.1% | +27.6% | +38.9% |
| All | +248.7% | +301.8% | -53.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling