-2.9%
TSCO vs MNST
+81.5%
-84.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +1.7% | -4.1% | +5.8% | +3.0% |
| 30D | +2.8% | -4.5% | +7.3% | +4.3% |
| 3M | +17.9% | -2.5% | +20.3% | +18.5% |
| 6M | -28.6% | +14.1% | -42.7% | -32.1% |
| YTD | -28.0% | +12.6% | -40.6% | -31.4% |
| 1Y | -39.9% | +36.9% | -76.8% | -46.7% |
| 3Y | -14.0% | +53.1% | -67.1% | -27.6% |
| 5Y | -2.9% | +78.2% | -81.1% | -22.6% |
| All | -2.9% | +81.5% | -84.4% | -22.6% |
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