+41.1%
TSLA vs MNST
+80.0%
-39.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | +1.5% | -6.5% | +8.0% | +4.6% |
| 30D | +10.1% | -7.2% | +17.3% | +13.5% |
| 3M | -15.4% | -1.0% | -14.4% | -15.4% |
| 6M | -12.8% | +11.5% | -24.3% | -18.2% |
| YTD | -21.3% | +14.3% | -35.6% | -27.4% |
| 1Y | +4.6% | +38.1% | -33.5% | -13.3% |
| 3Y | +44.5% | +55.0% | -10.5% | +10.6% |
| All | +41.1% | +80.0% | -39.0% | -10.8% |
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