-82.3%
TTD vs MNST
+55.2%
-137.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +6.3% | -6.5% | +12.8% | +6.8% |
| 30D | -23.9% | -7.2% | -16.7% | -23.5% |
| 3M | -31.4% | -1.0% | -30.4% | -30.9% |
| 6M | -42.7% | +11.5% | -54.2% | -41.9% |
| YTD | -62.0% | +14.3% | -76.3% | -61.5% |
| 1Y | -72.2% | +38.1% | -110.3% | -71.7% |
| All | -82.3% | +55.2% | -137.5% | -81.4% |
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