-40.9%
TSCO vs MNST
+37.8%
-78.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.8% | -6.5% | +7.3% | +2.2% |
| 30D | +5.5% | -7.2% | +12.7% | +7.1% |
| 3M | +20.0% | -1.0% | +21.0% | +20.0% |
| 6M | -29.8% | +11.5% | -41.3% | -31.6% |
| YTD | -28.7% | +14.3% | -43.0% | -31.2% |
| 1Y | -40.9% | +38.1% | -79.0% | -45.4% |
| All | -40.9% | +37.8% | -78.8% | -45.4% |
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