+53.1%
MNST vs TXG
+31.6%
+21.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.7% |
| 7D | -4.1% | +9.4% | -13.5% | -4.4% |
| 30D | -4.5% | +26.1% | -30.6% | -5.4% |
| 3M | -2.5% | +124.8% | -127.3% | -5.9% |
| 6M | +14.1% | +215.2% | -201.1% | +8.2% |
| YTD | +12.6% | +302.2% | -289.6% | +5.4% |
| 1Y | +36.9% | +370.9% | -334.0% | +26.8% |
| 3Y | +53.1% | +38.5% | +14.6% | +51.6% |
| All | +53.1% | +31.6% | +21.4% | +51.6% |
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