+25.8%
TMO vs MNST
+37.8%
-12.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.4% | -6.5% | +5.1% | -1.3% |
| 30D | +6.2% | -7.2% | +13.4% | +6.2% |
| 3M | +27.5% | -1.0% | +28.5% | +27.7% |
| 6M | +20.0% | +11.5% | +8.5% | +20.6% |
| YTD | +6.1% | +14.3% | -8.2% | +6.9% |
| 1Y | +25.8% | +38.1% | -12.3% | +26.2% |
| All | +25.8% | +37.8% | -12.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling