+108.8%
MNST vs TPR
+255.9%
-147.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.1% |
| 7D | +3.2% | +13.9% | -10.7% | +0.8% |
| 30D | +10.6% | +14.9% | -4.3% | +7.7% |
| 3M | +1.3% | -15.4% | +16.7% | +3.7% |
| 6M | +26.2% | -4.5% | +30.7% | +25.9% |
| YTD | +24.8% | +6.0% | +18.8% | +22.0% |
| 1Y | +40.9% | +24.3% | +16.6% | +33.6% |
| 3Y | +72.2% | +412.8% | -340.6% | +15.3% |
| 5Y | +108.8% | +258.4% | -149.7% | +49.0% |
| All | +108.8% | +255.9% | -147.1% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling