-75.9%
TTD vs MNST
+64.0%
-139.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.3% |
| 7D | +19.9% | -3.9% | +23.8% | +20.1% |
| 30D | +27.6% | +3.9% | +23.8% | +27.5% |
| 3M | +15.2% | -0.8% | +16.0% | +15.1% |
| 6M | -33.2% | +5.1% | -38.3% | -32.7% |
| YTD | -59.4% | +18.3% | -77.7% | -58.6% |
| 1Y | -64.4% | +29.5% | -93.8% | -63.4% |
| 3Y | -75.9% | +64.0% | -139.9% | -74.7% |
| All | -75.9% | +64.0% | -139.9% | -74.7% |
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 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