+4.6%
TSLA vs MNST
+37.8%
-33.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | +1.5% | -6.5% | +8.0% | +2.4% |
| 30D | +10.1% | -7.2% | +17.3% | +11.0% |
| 3M | -15.4% | -1.0% | -14.4% | -15.2% |
| 6M | -12.8% | +11.5% | -24.3% | -14.8% |
| YTD | -21.3% | +14.3% | -35.6% | -23.1% |
| 1Y | +4.6% | +38.1% | -33.5% | -1.7% |
| All | +4.6% | +37.8% | -33.2% | -1.7% |
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