+62.9%
MNST vs TXT
+7.8%
+55.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +6.6% | +14.4% | -7.8% | +4.2% |
| 3M | -2.9% | -4.9% | +2.0% | -2.3% |
| 6M | +18.4% | -10.2% | +28.7% | +20.0% |
| YTD | +19.3% | -4.1% | +23.4% | +19.2% |
| 1Y | +37.9% | +4.0% | +33.9% | +35.8% |
| 3Y | +62.9% | +8.0% | +54.9% | +53.0% |
| All | +62.9% | +7.8% | +55.1% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling