+64.0%
MNST vs TXG
+73.9%
-9.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -3.9% | -3.7% | -0.2% | -3.8% |
| 30D | +3.9% | -22.0% | +25.9% | +4.3% |
| 3M | -0.8% | +7.4% | -8.2% | -1.4% |
| 6M | +5.1% | +191.2% | -186.1% | +0.8% |
| YTD | +18.3% | +285.7% | -267.4% | +12.1% |
| 1Y | +29.5% | +268.3% | -238.8% | +22.8% |
| 3Y | +64.0% | +77.3% | -13.2% | +62.5% |
| All | +64.0% | +73.9% | -9.9% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling