+558.1%
TTD vs MNST
+305.0%
+253.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.6% |
| 7D | +19.9% | -3.9% | +23.8% | +22.4% |
| 30D | +27.6% | +3.9% | +23.8% | +24.7% |
| 3M | +15.2% | -0.8% | +16.0% | +15.2% |
| 6M | -33.2% | +5.1% | -38.3% | -34.8% |
| YTD | -59.4% | +18.3% | -77.7% | -63.5% |
| 1Y | -64.4% | +29.5% | -93.8% | -69.6% |
| 3Y | -75.9% | +64.0% | -139.9% | -83.4% |
| 5Y | -82.6% | +97.2% | -179.8% | -89.5% |
| 10Y | +558.1% | +328.4% | +229.7% | +244.7% |
| All | +558.1% | +305.0% | +253.1% | +244.7% |
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 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