+84.0%
MNST vs TPG
+74.1%
+9.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.0% | -9.4% | +8.5% | +0.2% |
| 30D | -5.6% | -5.3% | -0.4% | -5.1% |
| 3M | -5.7% | +12.9% | -18.6% | -7.2% |
| 6M | +12.0% | +20.1% | -8.1% | +9.1% |
| YTD | +13.2% | -22.5% | +35.7% | +16.2% |
| 1Y | +36.1% | -19.7% | +55.7% | +38.6% |
| 3Y | +52.9% | +81.2% | -28.3% | +29.0% |
| All | +84.0% | +74.1% | +9.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling