+11.5%
MNST vs THC
+9.3%
+2.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 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% | -6.0% |
| 6M | +11.5% | +8.3% | +3.2% | +17.3% |
| All | +11.5% | +9.3% | +2.2% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling