+101.3%
MNST vs TTMI
+364.5%
-263.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.9% | -11.3% | -4.7% |
| 7D | -3.4% | -19.8% | +16.4% | -2.7% |
| 30D | +6.6% | -48.1% | +54.7% | +9.3% |
| 3M | -2.9% | -51.2% | +48.3% | -0.3% |
| 6M | +18.4% | -59.6% | +78.0% | +22.3% |
| YTD | +19.3% | -3.6% | +22.9% | +13.1% |
| 1Y | +37.9% | -2.3% | +40.2% | +29.9% |
| 3Y | +62.9% | +369.4% | -306.5% | +20.2% |
| All | +101.3% | +364.5% | -263.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling