+101.3%
MNST vs TMF
-88.0%
+189.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | +6.6% | +19.7% | -13.1% | +5.6% |
| 3M | -2.9% | -2.1% | -0.8% | -2.8% |
| 6M | +18.4% | -13.4% | +31.9% | +19.2% |
| YTD | +19.3% | -16.7% | +36.0% | +20.2% |
| 1Y | +37.9% | -23.3% | +61.2% | +39.5% |
| 3Y | +62.9% | -24.8% | +87.7% | +64.0% |
| All | +101.3% | -88.0% | +189.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling