+346.0%
MNST vs TPR
+365.1%
-19.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | +5.2% | +15.1% | -9.9% | +2.4% |
| 3M | -0.9% | -13.4% | +12.5% | +1.2% |
| 6M | +6.1% | +1.4% | +4.8% | +5.0% |
| YTD | +18.9% | +4.8% | +14.1% | +16.4% |
| 1Y | +29.3% | +29.2% | +0.1% | +21.8% |
| 3Y | +64.9% | +403.7% | -338.8% | +15.5% |
| 5Y | +98.0% | +230.8% | -132.8% | +46.6% |
| All | +346.0% | +365.1% | -19.1% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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