+6.1%
TLT vs MNST
+63.0%
-56.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.3% | -5.0% | +5.2% | +0.6% |
| 30D | +5.1% | +4.6% | +0.5% | +4.8% |
| 3M | -0.2% | +1.0% | -1.2% | -0.3% |
| 6M | -2.9% | +5.8% | -8.7% | -3.3% |
| YTD | -2.7% | +19.1% | -21.7% | -3.9% |
| 1Y | -4.6% | +30.9% | -35.5% | -6.5% |
| 3Y | +6.1% | +65.7% | -59.6% | +3.0% |
| All | +6.1% | +63.0% | -56.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling