+15.5%
TSLA vs MNST
+101.2%
-85.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.7% |
| 7D | +8.9% | +1.6% | +7.3% | +8.1% |
| 30D | +6.3% | +5.1% | +1.2% | +3.6% |
| 3M | +14.8% | -0.5% | +15.3% | +14.3% |
| 6M | -12.4% | +8.1% | -20.5% | -16.5% |
| YTD | -13.2% | +21.2% | -34.4% | -22.6% |
| 1Y | -2.9% | +30.7% | -33.7% | -16.9% |
| 3Y | +74.4% | +67.3% | +7.1% | +26.7% |
| All | +15.5% | +101.2% | -85.6% | -31.4% |
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 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