+90.4%
MNST vs TEM
+90.1%
+0.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.0% | -12.4% | -4.5% |
| 7D | -3.4% | +5.3% | -8.7% | -3.5% |
| 30D | +6.6% | +8.1% | -1.5% | +6.5% |
| 3M | -2.9% | +64.9% | -67.8% | -3.9% |
| 6M | +18.4% | +42.1% | -23.7% | +17.5% |
| YTD | +19.3% | +28.8% | -9.5% | +18.3% |
| 1Y | +37.9% | +5.5% | +32.4% | +37.4% |
| All | +90.4% | +90.1% | +0.3% | +83.1% |
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