+215.7%
MNST vs TXG
+16.5%
+199.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | -3.9% | -3.7% | -0.2% | -3.7% |
| 30D | +3.9% | -22.0% | +25.9% | +5.5% |
| 3M | -0.8% | +7.4% | -8.2% | -2.5% |
| 6M | +5.1% | +191.2% | -186.1% | -6.6% |
| YTD | +18.3% | +285.7% | -267.4% | +1.5% |
| 1Y | +29.5% | +268.3% | -238.8% | +11.4% |
| 3Y | +64.0% | +77.3% | -13.2% | +46.6% |
| 5Y | +97.2% | -62.3% | +159.5% | +102.3% |
| All | +215.7% | +16.5% | +199.2% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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