+464.6%
TTD vs MNST
+301.8%
+162.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +3.3% |
| 7D | +5.2% | -3.4% | +8.6% | +7.1% |
| 30D | +6.9% | +6.6% | +0.3% | +3.1% |
| 3M | -26.8% | -2.9% | -23.9% | -25.6% |
| 6M | -46.1% | +18.4% | -64.6% | -51.0% |
| YTD | -65.9% | +19.3% | -85.2% | -69.5% |
| 1Y | -71.8% | +37.9% | -109.7% | -76.9% |
| 3Y | -83.3% | +62.9% | -146.2% | -88.4% |
| 5Y | -81.1% | +99.6% | -180.7% | -88.6% |
| All | +464.6% | +301.8% | +162.8% | +185.5% |
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