+2,681.1%
TSLA vs MNST
+301.8%
+2,379.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +6.4% |
| 7D | -10.4% | -3.4% | -7.0% | -9.0% |
| 30D | -5.2% | +6.6% | -11.8% | -8.6% |
| 3M | +12.1% | -2.9% | +15.0% | +12.8% |
| 6M | -10.2% | +18.4% | -28.6% | -19.1% |
| YTD | -20.3% | +19.3% | -39.6% | -29.0% |
| 1Y | -19.7% | +37.9% | -57.6% | -34.1% |
| 3Y | +63.4% | +62.9% | +0.5% | +19.0% |
| 5Y | -12.1% | +99.6% | -111.6% | -43.8% |
| All | +2,681.1% | +301.8% | +2,379.3% | +1,306.4% |
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 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