+25.4%
TMO vs MNST
+45.8%
-20.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | +0.3% | +6.8% | -6.5% | +0.3% |
| 30D | +4.3% | +12.0% | -7.7% | +4.3% |
| 3M | +25.1% | +3.5% | +21.6% | +25.1% |
| 6M | +52.9% | +29.7% | +23.3% | +53.2% |
| YTD | +22.2% | +27.2% | -5.0% | +22.9% |
| 1Y | +25.4% | +45.8% | -20.4% | +22.3% |
| All | +25.4% | +45.8% | -20.4% | +22.3% |
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