+288.1%
TJX vs MNST
+241.5%
+46.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -4.0% | -3.6% | -0.4% | -2.7% |
| 30D | -20.3% | -6.3% | -14.0% | -18.5% |
| 3M | -23.3% | -5.0% | -18.3% | -22.0% |
| 6M | -19.7% | +13.1% | -32.9% | -23.9% |
| YTD | -17.1% | +11.8% | -28.9% | -21.2% |
| 1Y | -8.8% | +35.2% | -44.0% | -19.7% |
| 3Y | +43.4% | +52.0% | -8.6% | +18.5% |
| 5Y | +95.2% | +77.9% | +17.4% | +48.6% |
| 10Y | +288.1% | +248.4% | +39.6% | +140.4% |
| All | +288.1% | +241.5% | +46.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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