+333.2%
MNST vs TGT
+214.1%
+119.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -6.9% | +0.5% | -7.3% | -7.0% |
| 30D | +3.7% | +6.7% | -2.9% | +2.4% |
| 3M | -0.3% | +8.4% | -8.7% | -2.1% |
| 6M | +5.1% | +40.7% | -35.6% | -2.4% |
| YTD | +18.4% | +72.2% | -53.8% | +5.1% |
| 1Y | +26.3% | +86.2% | -59.9% | +10.0% |
| 3Y | +64.3% | +68.8% | -4.6% | +40.3% |
| 5Y | +96.8% | -25.2% | +122.0% | +100.7% |
| 10Y | +333.2% | +210.0% | +123.2% | +220.1% |
| All | +333.2% | +214.1% | +119.1% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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