+64.0%
MNST vs TLN
+567.0%
-503.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | -3.9% | +1.1% | -5.0% | -3.8% |
| 30D | +3.9% | -4.6% | +8.5% | +3.9% |
| 3M | -0.8% | +5.2% | -6.1% | -0.5% |
| 6M | +5.1% | -6.5% | +11.6% | +5.3% |
| YTD | +18.3% | -3.6% | +21.9% | +18.6% |
| 1Y | +29.5% | -8.2% | +37.7% | +29.7% |
| 3Y | +64.0% | +559.7% | -495.7% | +60.6% |
| All | +64.0% | +567.0% | -503.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling