+203.2%
TSCO vs MNST
+328.4%
-125.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | +0.4% | -6.9% | +7.3% | +2.8% |
| 30D | +9.8% | +3.7% | +6.1% | +8.5% |
| 3M | +4.8% | -0.3% | +5.1% | +4.8% |
| 6M | +23.3% | +5.1% | +18.2% | +20.9% |
| YTD | -25.1% | +18.4% | -43.5% | -29.8% |
| 1Y | -32.7% | +26.3% | -59.0% | -38.4% |
| 3Y | -2.0% | +64.3% | -66.2% | -19.3% |
| 5Y | -7.8% | +96.8% | -104.6% | -29.7% |
| 10Y | +203.2% | +333.2% | -130.1% | +91.3% |
| All | +203.2% | +328.4% | -125.3% | +91.3% |
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 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