+98.5%
TJX vs MNST
+81.5%
+17.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -3.3% | -4.1% | +0.8% | -2.0% |
| 30D | -19.9% | -4.5% | -15.4% | -18.7% |
| 3M | -19.0% | -2.5% | -16.6% | -18.6% |
| 6M | -18.6% | +14.1% | -32.7% | -22.5% |
| YTD | -15.3% | +12.6% | -27.9% | -19.1% |
| 1Y | -7.3% | +36.9% | -44.3% | -17.7% |
| 3Y | +46.6% | +53.1% | -6.5% | +23.5% |
| 5Y | +98.5% | +78.2% | +20.3% | +49.7% |
| All | +98.5% | +81.5% | +17.0% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling