+47.3%
MNST vs TLN
+583.6%
-536.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -0.5% |
| 7D | -6.5% | +7.1% | -13.5% | -6.4% |
| 30D | -7.2% | -3.9% | -3.3% | -7.3% |
| 3M | -1.0% | -16.2% | +15.1% | -1.2% |
| 6M | +11.5% | -5.8% | +17.3% | +11.3% |
| YTD | +14.3% | -15.4% | +29.7% | +14.1% |
| 1Y | +38.1% | -16.7% | +54.8% | +37.8% |
| 3Y | +55.0% | +473.8% | -418.8% | +53.1% |
| All | +47.3% | +583.6% | -536.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling