+333.2%
MNST vs TXT
+98.8%
+234.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -6.9% | -0.8% | -6.1% | -6.7% |
| 30D | +3.7% | +13.4% | -9.7% | 0.0% |
| 3M | -0.3% | -2.5% | +2.3% | +0.1% |
| 6M | +5.1% | -6.2% | +11.3% | +6.2% |
| YTD | +18.4% | -1.3% | +19.8% | +17.5% |
| 1Y | +26.3% | +4.3% | +21.9% | +23.2% |
| 3Y | +64.3% | +13.2% | +51.0% | +53.2% |
| 5Y | +96.8% | +12.4% | +84.4% | +81.1% |
| 10Y | +333.2% | +94.8% | +238.4% | +238.3% |
| All | +333.2% | +98.8% | +234.4% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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