+30.7%
MNST vs TMF
-30.5%
+61.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.2% |
| 7D | +1.6% | -9.3% | +10.9% | +3.4% |
| 30D | +5.1% | +1.9% | +3.1% | +4.8% |
| 3M | -0.5% | -11.2% | +10.8% | +1.2% |
| 6M | +8.1% | -17.7% | +25.8% | +10.9% |
| YTD | +21.2% | -24.5% | +45.6% | +26.3% |
| 1Y | +30.7% | -29.4% | +60.2% | +35.4% |
| All | +30.7% | -30.5% | +61.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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