-14.0%
TSCO vs MNST
+52.7%
-66.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +1.7% | -4.1% | +5.8% | +2.7% |
| 30D | +2.8% | -4.5% | +7.3% | +3.9% |
| 3M | +17.9% | -2.5% | +20.3% | +18.4% |
| 6M | -28.6% | +14.1% | -42.7% | -31.1% |
| YTD | -28.0% | +12.6% | -40.6% | -30.4% |
| 1Y | -39.9% | +36.9% | -76.8% | -44.8% |
| 3Y | -14.0% | +53.1% | -67.1% | -25.4% |
| All | -14.0% | +52.7% | -66.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling