+41.6%
TXN vs MNST
+37.8%
+3.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -0.1% | -6.5% | +6.4% | +0.5% |
| 30D | -6.9% | -7.2% | +0.3% | -6.3% |
| 3M | -14.9% | -1.0% | -13.9% | -15.3% |
| 6M | +29.0% | +11.5% | +17.5% | +23.6% |
| YTD | +51.5% | +14.3% | +37.2% | +46.1% |
| 1Y | +41.6% | +38.1% | +3.4% | +36.4% |
| All | +41.6% | +37.8% | +3.7% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling