-83.3%
TTD vs MNST
+64.6%
-147.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.1% |
| 7D | +5.2% | -3.4% | +8.6% | +5.4% |
| 30D | +6.9% | +6.6% | +0.3% | +6.7% |
| 3M | -26.8% | -2.9% | -23.9% | -26.8% |
| 6M | -46.1% | +18.4% | -64.6% | -45.0% |
| YTD | -65.9% | +19.3% | -85.2% | -65.2% |
| 1Y | -71.8% | +37.9% | -109.7% | -70.9% |
| 3Y | -83.3% | +62.9% | -146.2% | -82.9% |
| All | -83.3% | +64.6% | -147.9% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling