-80.8%
TTD vs MNST
+80.0%
-160.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +6.3% | -6.5% | +12.8% | +9.5% |
| 30D | -23.9% | -7.2% | -16.7% | -21.0% |
| 3M | -31.4% | -1.0% | -30.4% | -30.8% |
| 6M | -42.7% | +11.5% | -54.2% | -45.2% |
| YTD | -62.0% | +14.3% | -76.3% | -64.4% |
| 1Y | -72.2% | +38.1% | -110.3% | -76.5% |
| 3Y | -81.9% | +55.0% | -136.9% | -86.5% |
| All | -80.8% | +80.0% | -160.9% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling