+346.0%
MNST vs TTMI
+408.9%
-62.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.7% |
| 7D | -4.7% | +22.6% | -27.3% | -6.8% |
| 30D | +5.2% | -34.3% | +39.5% | +8.5% |
| 3M | -0.9% | -44.8% | +43.9% | +3.6% |
| 6M | +6.1% | -53.3% | +59.4% | +11.6% |
| YTD | +18.9% | +10.6% | +8.3% | +8.4% |
| 1Y | +29.3% | +8.2% | +21.1% | +17.4% |
| 3Y | +64.9% | +435.7% | -370.8% | +7.0% |
| 5Y | +98.0% | +434.2% | -336.2% | +24.2% |
| All | +346.0% | +408.9% | -62.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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