+181,029.1%
MNST vs TKO
+1,479.1%
+179,549.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.9% | +3.1% | -10.0% | -7.2% |
| 30D | +3.7% | +15.0% | -11.3% | +1.9% |
| 3M | -0.3% | +2.9% | -3.2% | -0.8% |
| 6M | +5.1% | +9.0% | -3.9% | +3.6% |
| YTD | +18.4% | -3.4% | +21.8% | +18.4% |
| 1Y | +26.3% | +12.8% | +13.5% | +23.7% |
| 3Y | +64.3% | +158.0% | -93.7% | +42.9% |
| 5Y | +96.8% | +285.4% | -188.6% | +60.6% |
| 10Y | +333.2% | +1,160.4% | -827.2% | +193.7% |
| All | +181,029.1% | +1,479.1% | +179,549.9% | +107,453.5% |
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