+98.0%
MNST vs TFC
-0.6%
+98.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +5.2% | +8.6% | -3.4% | +3.6% |
| 3M | -0.9% | -4.3% | +3.4% | -0.1% |
| 6M | +6.1% | +5.4% | +0.7% | +5.0% |
| YTD | +18.9% | +4.5% | +14.4% | +17.6% |
| 1Y | +29.3% | +14.0% | +15.3% | +25.9% |
| 3Y | +64.9% | +93.4% | -28.5% | +42.1% |
| 5Y | +98.0% | +0.5% | +97.5% | +109.6% |
| All | +98.0% | -0.6% | +98.6% | +109.6% |
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