+240.4%
MNST vs TTMI
+1,093.3%
-852.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.9% |
| 7D | -4.1% | +12.2% | -16.2% | -5.4% |
| 30D | -4.5% | -5.7% | +1.2% | -4.2% |
| 3M | -2.5% | -27.5% | +25.0% | +0.1% |
| 6M | +14.1% | +47.1% | -33.0% | +5.1% |
| YTD | +12.6% | +87.5% | -74.9% | -0.9% |
| 1Y | +36.9% | +175.2% | -138.3% | +11.9% |
| 3Y | +53.1% | +901.9% | -848.8% | -4.5% |
| 5Y | +78.2% | +843.5% | -765.2% | +9.1% |
| 10Y | +240.4% | +1,077.0% | -836.6% | +93.2% |
| All | +240.4% | +1,093.3% | -852.9% | +93.2% |
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