+332.6%
MNST vs THC
+1,861.3%
-1,528.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -3.9% | +8.8% | -12.7% | -4.9% |
| 30D | +3.9% | +10.0% | -6.1% | +2.7% |
| 3M | -0.8% | +11.7% | -12.5% | -2.2% |
| 6M | +5.1% | +52.5% | -47.4% | -0.4% |
| YTD | +18.3% | +46.1% | -27.8% | +12.3% |
| 1Y | +29.5% | +49.1% | -19.6% | +22.5% |
| 3Y | +64.0% | +439.6% | -375.6% | +30.1% |
| 5Y | +97.2% | +263.2% | -166.0% | +60.2% |
| All | +332.6% | +1,861.3% | -1,528.7% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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