+101.3%
MNST vs TYL
-21.3%
+122.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | -3.4% | +6.7% | -10.1% | -4.6% |
| 30D | +6.6% | +26.5% | -19.9% | +1.7% |
| 3M | -2.9% | +37.3% | -40.2% | -9.0% |
| 6M | +18.4% | +31.2% | -12.7% | +11.4% |
| YTD | +19.3% | -7.4% | +26.6% | +20.6% |
| 1Y | +37.9% | -9.6% | +47.5% | +40.3% |
| 3Y | +62.9% | +1.9% | +61.0% | +56.3% |
| All | +101.3% | -21.3% | +122.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 5y: compounded portfolio wealth divided by compounded TYL 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…
5y analysis · Full analysis span regression · 6 months rolling