+53.7%
MNST vs TLN
+630.2%
-576.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -4.2% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | +6.6% | -10.5% | +17.1% | +6.4% |
| 3M | -2.9% | +0.1% | -3.0% | -2.8% |
| 6M | +18.4% | -17.4% | +35.8% | +18.5% |
| YTD | +19.3% | -9.7% | +28.9% | +19.3% |
| 1Y | +37.9% | -12.3% | +50.2% | +37.9% |
| 3Y | +62.9% | +528.3% | -465.4% | +60.2% |
| All | +53.7% | +630.2% | -576.5% | +57.0% |
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 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