+3,037.3%
MNST vs TMF
-69.1%
+3,106.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +3.2% | +2.7% | +0.5% | +3.4% |
| 30D | +10.6% | +19.3% | -8.7% | +11.8% |
| 3M | +1.3% | -3.7% | +4.9% | +1.1% |
| 6M | +26.2% | -11.3% | +37.5% | +25.3% |
| YTD | +24.8% | -16.6% | +41.4% | +23.5% |
| 1Y | +40.9% | -21.1% | +62.1% | +39.0% |
| 3Y | +72.2% | -26.8% | +99.0% | +70.8% |
| 5Y | +108.8% | -88.0% | +196.8% | +78.0% |
| 10Y | +324.4% | -84.7% | +409.1% | +287.3% |
| All | +3,037.3% | -69.1% | +3,106.4% | +3,620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling