+62.9%
MNST vs TT
+89.7%
-26.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.5% |
| 7D | -3.4% | -2.0% | -1.4% | -3.3% |
| 30D | +6.6% | -14.0% | +20.6% | +7.3% |
| 3M | -2.9% | -15.9% | +13.0% | -2.2% |
| 6M | +18.4% | -17.3% | +35.8% | +19.3% |
| YTD | +19.3% | +4.0% | +15.3% | +18.4% |
| 1Y | +37.9% | -7.1% | +45.0% | +37.8% |
| 3Y | +62.9% | +90.2% | -27.4% | +45.4% |
| All | +62.9% | +89.7% | -26.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling