+198.3%
MNST vs TXG
+24.6%
+173.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -3.6% | +9.1% | -12.7% | -4.3% |
| 30D | -6.3% | +14.9% | -21.2% | -7.6% |
| 3M | -5.0% | +120.0% | -124.9% | -12.2% |
| 6M | +13.1% | +221.8% | -208.7% | +0.2% |
| YTD | +11.8% | +312.6% | -300.8% | -3.7% |
| 1Y | +35.2% | +398.4% | -363.2% | +13.4% |
| 3Y | +52.0% | +42.1% | +9.9% | +41.2% |
| 5Y | +77.9% | -63.5% | +141.3% | +84.9% |
| All | +198.3% | +24.6% | +173.7% | +144.5% |
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