+98.2%
TXN vs MNST
+29.3%
+68.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -0.5% | -6.9% | +6.3% | +0.1% |
| 30D | +10.5% | +3.7% | +6.8% | +10.1% |
| 3M | +10.7% | -0.3% | +11.0% | +10.5% |
| 6M | +5.1% | +5.1% | 0.0% | +3.3% |
| YTD | +82.5% | +18.4% | +64.0% | +76.2% |
| 1Y | +98.2% | +26.3% | +71.9% | +97.8% |
| All | +98.2% | +29.3% | +68.9% | +97.8% |
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