+79.4%
MNST vs TEM
+46.9%
+32.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.6% |
| 7D | -2.2% | -9.2% | +6.9% | -2.1% |
| 30D | -5.4% | +5.5% | -10.8% | -5.5% |
| 3M | -5.5% | +18.7% | -24.2% | -5.9% |
| 6M | +12.4% | +15.4% | -3.0% | +11.8% |
| YTD | +12.4% | -0.5% | +12.9% | +12.0% |
| 1Y | +37.2% | -24.8% | +62.0% | +37.4% |
| All | +79.4% | +46.9% | +32.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling