+468.5%
TXN vs MNST
+344.7%
+123.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.7% |
| 7D | +9.5% | +1.6% | +7.8% | +8.7% |
| 30D | +8.7% | +5.1% | +3.6% | +6.1% |
| 3M | +11.6% | -0.5% | +12.0% | +11.1% |
| 6M | +0.1% | +8.1% | -8.0% | -4.5% |
| YTD | +78.8% | +21.2% | +57.6% | +61.0% |
| 1Y | +91.2% | +30.7% | +60.5% | +66.0% |
| 3Y | +125.8% | +67.3% | +58.5% | +70.7% |
| 5Y | +83.8% | +101.9% | -18.1% | +24.0% |
| All | +468.5% | +344.7% | +123.8% | +190.5% |
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