+52.7%
MNST vs TLN
+716.6%
-664.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | +0.3% |
| 7D | -6.9% | +15.9% | -22.8% | -6.4% |
| 30D | +3.7% | -0.3% | +4.0% | +3.9% |
| 3M | -0.3% | +5.8% | -6.1% | +0.1% |
| 6M | +5.1% | -1.2% | +6.3% | +5.5% |
| YTD | +18.4% | +1.0% | +17.4% | +18.9% |
| 1Y | +26.3% | +1.1% | +25.2% | +26.8% |
| 3Y | +64.3% | +591.7% | -527.5% | +62.2% |
| All | +52.7% | +716.6% | -664.0% | +56.5% |
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