+11.5%
MNST vs TKO
-14.6%
+26.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -7.2% | +1.6% | -8.8% | -7.3% |
| 3M | -1.0% | -7.8% | +6.8% | -0.4% |
| 6M | +11.5% | -13.3% | +24.8% | +13.0% |
| All | +11.5% | -14.6% | +26.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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