+365.8%
TTD vs MNST
+252.2%
+113.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | +1.7% | -4.1% | +5.8% | +4.0% |
| 30D | +1.6% | -4.5% | +6.1% | +4.0% |
| 3M | -27.8% | -2.5% | -25.4% | -26.6% |
| 6M | -52.1% | +14.1% | -66.3% | -55.5% |
| YTD | -63.1% | +12.6% | -75.6% | -65.8% |
| 1Y | -73.1% | +36.9% | -110.0% | -77.8% |
| 3Y | -83.3% | +53.1% | -136.4% | -88.0% |
| 5Y | -80.6% | +78.2% | -158.8% | -87.5% |
| All | +365.8% | +252.2% | +113.5% | +165.9% |
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