+29.3%
MNST vs THC
+44.8%
-15.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -4.7% | +0.1% | -4.9% | -4.7% |
| 30D | +5.2% | +7.5% | -2.3% | +4.3% |
| 3M | -0.9% | +7.5% | -8.4% | -1.8% |
| 6M | +6.1% | +46.4% | -40.3% | +2.0% |
| YTD | +18.9% | +44.4% | -25.5% | +15.1% |
| 1Y | +29.3% | +43.4% | -14.1% | +25.1% |
| All | +29.3% | +44.8% | -15.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling