+54.7%
MNST vs THC
+244.5%
-189.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | +1.3% | -8.5% | -7.3% |
| 3M | -1.0% | +64.2% | -65.3% | -5.6% |
| 6M | +11.5% | +8.3% | +3.2% | +10.3% |
| YTD | +14.3% | +33.4% | -19.1% | +10.8% |
| 1Y | +38.1% | +37.7% | +0.5% | +33.3% |
| All | +54.7% | +244.5% | -189.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling