+303.0%
MNST vs TXT
+112.2%
+190.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.9% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | +6.6% | +14.4% | -7.8% | +2.6% |
| 3M | -2.9% | -4.9% | +2.0% | -1.8% |
| 6M | +18.4% | -10.2% | +28.7% | +21.2% |
| YTD | +19.3% | -4.1% | +23.4% | +19.3% |
| 1Y | +37.9% | +4.0% | +33.9% | +34.7% |
| 3Y | +62.9% | +8.0% | +54.9% | +54.2% |
| 5Y | +99.6% | +8.4% | +91.2% | +85.7% |
| All | +303.0% | +112.2% | +190.8% | +256.5% |
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