+79.7%
MNST vs TEVA
+290.4%
-210.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -5.4% | -0.4% | -5.0% | -5.4% |
| 3M | -5.5% | +8.2% | -13.8% | -6.3% |
| 6M | +12.4% | +15.3% | -3.0% | +10.6% |
| YTD | +12.4% | +16.5% | -4.1% | +10.5% |
| 1Y | +37.2% | +85.7% | -48.6% | +29.2% |
| 3Y | +52.9% | +277.9% | -225.0% | +31.1% |
| 5Y | +79.7% | +295.5% | -215.8% | +43.8% |
| All | +79.7% | +290.4% | -210.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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