+192.6%
TSCO vs MNST
+241.5%
-48.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -2.5% | -3.6% | +1.1% | -1.3% |
| 30D | -1.1% | -6.3% | +5.2% | +1.0% |
| 3M | +14.3% | -5.0% | +19.2% | +15.9% |
| 6M | -31.9% | +13.1% | -45.0% | -35.0% |
| YTD | -30.7% | +11.8% | -42.4% | -33.7% |
| 1Y | -41.1% | +35.2% | -76.3% | -47.3% |
| 3Y | -17.1% | +52.0% | -69.1% | -29.8% |
| 5Y | -7.5% | +77.9% | -85.4% | -26.7% |
| 10Y | +192.6% | +248.4% | -55.8% | +94.9% |
| All | +192.6% | +241.5% | -48.9% | +94.9% |
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