+174,725.5%
MNST vs TKO
+1,366.4%
+173,359.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -7.2% | +1.6% | -8.8% | -7.4% |
| 3M | -1.0% | -7.8% | +6.8% | -0.2% |
| 6M | +11.5% | -13.3% | +24.8% | +13.1% |
| YTD | +14.3% | -10.3% | +24.6% | +15.4% |
| 1Y | +38.1% | -0.6% | +38.7% | +37.5% |
| 3Y | +55.0% | +88.5% | -33.5% | +40.1% |
| 5Y | +79.6% | +284.7% | -205.1% | +46.5% |
| 10Y | +241.8% | +905.7% | -663.9% | +138.2% |
| All | +174,725.5% | +1,366.4% | +173,359.1% | +104,749.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling