+101.3%
MNST vs THC
+274.4%
-173.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -3.4% | +3.7% | -7.1% | -3.9% |
| 30D | +6.6% | +9.0% | -2.4% | +5.3% |
| 3M | -2.9% | +10.4% | -13.3% | -4.3% |
| 6M | +18.4% | +45.7% | -27.2% | +12.0% |
| YTD | +19.3% | +42.6% | -23.3% | +12.8% |
| 1Y | +37.9% | +38.8% | -0.9% | +30.7% |
| 3Y | +62.9% | +418.8% | -355.9% | +20.2% |
| All | +101.3% | +274.4% | -173.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling