-72.2%
TTD vs MNST
+37.8%
-110.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +6.3% | -6.5% | +12.8% | +7.9% |
| 30D | -23.9% | -7.2% | -16.7% | -22.6% |
| 3M | -31.4% | -1.0% | -30.4% | -30.2% |
| 6M | -42.7% | +11.5% | -54.2% | -41.4% |
| YTD | -62.0% | +14.3% | -76.3% | -61.5% |
| 1Y | -72.2% | +38.1% | -110.3% | -73.7% |
| All | -72.2% | +37.8% | -110.0% | -73.7% |
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