+303.0%
MNST vs TFC
+90.2%
+212.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -3.4% | +1.2% | -4.6% | -3.7% |
| 30D | +6.6% | +8.3% | -1.7% | +4.7% |
| 3M | -2.9% | -5.2% | +2.3% | -1.8% |
| 6M | +18.4% | -0.8% | +19.2% | +18.4% |
| YTD | +19.3% | +3.4% | +15.8% | +17.9% |
| 1Y | +37.9% | +17.0% | +20.9% | +32.5% |
| 3Y | +62.9% | +86.2% | -23.3% | +37.1% |
| 5Y | +99.6% | -2.3% | +101.9% | +94.2% |
| All | +303.0% | +90.2% | +212.8% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling