+2,774.2%
MNST vs TMF
-68.9%
+2,843.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -6.5% | -1.4% | -5.1% | -6.6% |
| 30D | -7.2% | -2.8% | -4.4% | -7.4% |
| 3M | -1.0% | -10.9% | +9.9% | -1.7% |
| 6M | +11.5% | -21.3% | +32.8% | +9.9% |
| YTD | +14.3% | -15.9% | +30.2% | +13.2% |
| 1Y | +38.1% | -15.7% | +53.9% | +36.9% |
| 3Y | +55.0% | -43.4% | +98.3% | +50.7% |
| 5Y | +79.6% | -87.8% | +167.4% | +53.6% |
| 10Y | +241.8% | -86.7% | +328.5% | +206.6% |
| All | +2,774.2% | -68.9% | +2,843.1% | +3,310.4% |
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 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