+386.6%
TMO vs MNST
+344.7%
+41.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.5% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +4.0% | +5.1% | -1.1% | +2.1% |
| 3M | +17.6% | -0.5% | +18.1% | +17.3% |
| 6M | +57.3% | +8.1% | +49.1% | +52.2% |
| YTD | +21.2% | +21.2% | 0.0% | +11.7% |
| 1Y | +21.1% | +30.7% | -9.6% | +8.5% |
| 3Y | +58.8% | +67.3% | -8.5% | +27.7% |
| 5Y | +11.8% | +101.9% | -90.1% | -18.0% |
| All | +386.6% | +344.7% | +41.9% | +197.7% |
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 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