+185,258.1%
MNST vs TKO
+1,446.8%
+183,811.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +5.1% | +13.4% | -8.3% | +3.4% |
| 3M | -0.5% | -1.7% | +1.3% | -0.4% |
| 6M | +8.1% | +7.2% | +0.9% | +6.9% |
| YTD | +21.2% | -5.4% | +26.6% | +21.4% |
| 1Y | +30.7% | +8.7% | +22.0% | +28.6% |
| 3Y | +67.3% | +150.4% | -83.1% | +46.1% |
| 5Y | +101.9% | +276.6% | -174.7% | +65.2% |
| 10Y | +343.3% | +1,134.6% | -791.3% | +201.4% |
| All | +185,258.1% | +1,446.8% | +183,811.2% | +110,242.0% |
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 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