+8.0%
TMO vs MNST
+76.8%
-68.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -0.5% | -3.6% | +3.1% | +0.5% |
| 30D | +1.0% | -6.3% | +7.3% | +2.7% |
| 3M | +22.7% | -5.0% | +27.7% | +24.1% |
| 6M | +19.0% | +13.1% | +5.9% | +13.9% |
| YTD | +4.7% | +11.8% | -7.0% | +0.4% |
| 1Y | +26.0% | +35.2% | -9.2% | +13.0% |
| 3Y | +18.0% | +52.0% | -34.0% | +0.9% |
| 5Y | +8.0% | +77.9% | -69.9% | -17.5% |
| All | +8.0% | +76.8% | -68.8% | -17.5% |
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