+45.8%
MNST vs TLN
-17.6%
+63.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.5% | +11.9% | +2.8% |
| 7D | +6.8% | -6.0% | +12.8% | +6.4% |
| 30D | +12.0% | -1.5% | +13.6% | +11.9% |
| 3M | +3.5% | -3.9% | +7.4% | +3.4% |
| 6M | +29.7% | -15.0% | +44.7% | +29.4% |
| YTD | +27.2% | -12.8% | +40.0% | +26.7% |
| 1Y | +45.8% | -17.3% | +63.1% | +46.0% |
| All | +45.8% | -17.6% | +63.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling