+84.2%
MNST vs TFC
+16.2%
+68.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +2.4% | -8.9% | -6.9% |
| 30D | -7.2% | -1.3% | -5.9% | -7.0% |
| 3M | -1.0% | +6.1% | -7.1% | -2.1% |
| 6M | +11.5% | +7.3% | +4.2% | +9.9% |
| YTD | +14.3% | +8.2% | +6.1% | +12.4% |
| 1Y | +38.1% | +14.4% | +23.7% | +34.3% |
| 3Y | +55.0% | +93.7% | -38.7% | +33.5% |
| All | +84.2% | +16.2% | +68.0% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling