+2,698.1%
TSLA vs MNST
+240.5%
+2,457.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.8% |
| 7D | +3.4% | -4.1% | +7.5% | +5.6% |
| 30D | +12.0% | -4.5% | +16.5% | +14.3% |
| 3M | -10.0% | -2.5% | -7.5% | -9.3% |
| 6M | -7.2% | +14.1% | -21.3% | -14.6% |
| YTD | -18.1% | +12.6% | -30.7% | -24.5% |
| 1Y | +6.3% | +36.9% | -30.7% | -12.4% |
| 3Y | +48.2% | +53.1% | -4.9% | +11.9% |
| 5Y | +46.5% | +78.2% | -31.7% | 0.0% |
| 10Y | +2,698.1% | +240.4% | +2,457.7% | +1,403.9% |
| All | +2,698.1% | +240.5% | +2,457.6% | +1,403.9% |
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