+598,486.6%
MNST vs TYL
+14,906.9%
+583,579.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +3.2% | +15.1% | -11.9% | +1.9% |
| 30D | +10.6% | +30.1% | -19.5% | +7.9% |
| 3M | +1.3% | +40.4% | -39.1% | -1.9% |
| 6M | +26.2% | +31.3% | -5.1% | +22.7% |
| YTD | +24.8% | -5.2% | +30.0% | +24.4% |
| 1Y | +40.9% | -6.6% | +47.6% | +40.7% |
| 3Y | +72.2% | +3.4% | +68.8% | +69.6% |
| 5Y | +108.8% | -19.3% | +128.1% | +108.9% |
| 10Y | +324.4% | +178.1% | +146.3% | +283.2% |
| All | +598,486.6% | +14,906.9% | +583,579.7% | +416,729.7% |
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