+313.1%
MNST vs TTMI
+476.8%
-163.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.3% | -13.4% | -1.4% |
| 7D | -5.0% | -1.6% | -3.3% | -5.1% |
| 30D | +4.6% | -37.7% | +42.3% | +8.4% |
| 3M | +1.0% | -45.1% | +46.1% | +5.6% |
| 6M | +5.8% | -52.1% | +57.9% | +10.8% |
| YTD | +19.1% | +9.2% | +9.9% | +8.9% |
| 1Y | +30.9% | +12.9% | +18.0% | +18.1% |
| 3Y | +65.7% | +445.5% | -379.8% | +7.5% |
| 5Y | +99.0% | +427.9% | -328.9% | +25.5% |
| 10Y | +313.1% | +449.9% | -136.8% | +147.9% |
| All | +313.1% | +476.8% | -163.7% | +147.9% |
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