+303.0%
MNST vs TPR
+383.4%
-80.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -3.4% | +14.2% | -17.6% | -5.8% |
| 30D | +6.6% | +17.1% | -10.5% | +3.5% |
| 3M | -2.9% | -17.7% | +14.8% | 0.0% |
| 6M | +18.4% | -10.2% | +28.6% | +19.7% |
| YTD | +19.3% | +4.9% | +14.4% | +16.8% |
| 1Y | +37.9% | +36.1% | +1.8% | +28.7% |
| 3Y | +62.9% | +416.5% | -353.6% | +13.7% |
| 5Y | +99.6% | +254.8% | -155.2% | +46.0% |
| All | +303.0% | +383.4% | -80.4% | +164.5% |
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