+548,301.9%
MNST vs TYL
+12,593.6%
+535,708.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -6.5% | -3.7% | -2.8% | -6.2% |
| 30D | -7.2% | +18.7% | -26.0% | -8.7% |
| 3M | -1.0% | +18.1% | -19.2% | -2.7% |
| 6M | +11.5% | -1.1% | +12.6% | +11.2% |
| YTD | +14.3% | -19.8% | +34.1% | +15.8% |
| 1Y | +38.1% | -34.3% | +72.4% | +42.4% |
| 3Y | +55.0% | -8.2% | +63.2% | +54.4% |
| 5Y | +79.6% | -25.4% | +105.0% | +81.2% |
| 10Y | +241.8% | +115.6% | +126.2% | +215.6% |
| All | +548,301.9% | +12,593.6% | +535,708.3% | +387,949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling