+415.7%
TXN vs MNST
+241.5%
+174.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.7% | -3.6% | +6.2% | +4.3% |
| 30D | -6.7% | -6.3% | -0.4% | -4.4% |
| 3M | -8.9% | -5.0% | -3.9% | -7.5% |
| 6M | +34.7% | +13.1% | +21.6% | +25.8% |
| YTD | +53.3% | +11.8% | +41.6% | +43.5% |
| 1Y | +45.0% | +35.2% | +9.8% | +23.6% |
| 3Y | +73.1% | +52.0% | +21.1% | +37.0% |
| 5Y | +59.9% | +77.9% | -17.9% | +15.0% |
| 10Y | +415.7% | +248.4% | +167.3% | +192.6% |
| All | +415.7% | +241.5% | +174.2% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling