+548,301.9%
MNST vs TFC
+2,596.5%
+545,705.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +2.4% | -8.9% | -7.0% |
| 30D | -7.2% | -1.3% | -5.9% | -7.0% |
| 3M | -1.0% | +6.1% | -7.1% | -2.3% |
| 6M | +11.5% | +7.3% | +4.2% | +9.6% |
| YTD | +14.3% | +8.2% | +6.1% | +12.0% |
| 1Y | +38.1% | +14.4% | +23.7% | +33.5% |
| 3Y | +55.0% | +93.7% | -38.7% | +31.2% |
| 5Y | +79.6% | +16.4% | +63.2% | +66.4% |
| 10Y | +241.8% | +101.6% | +140.2% | +167.3% |
| All | +548,301.9% | +2,596.5% | +545,705.4% | +435,898.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling