+104.0%
TXN vs MNST
+64.6%
+39.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.5% |
| 7D | -7.8% | -3.4% | -4.4% | -7.2% |
| 30D | -3.6% | +6.6% | -10.2% | -4.9% |
| 3M | +0.1% | -2.9% | +3.0% | +0.4% |
| 6M | -3.2% | +18.4% | -21.7% | -8.1% |
| YTD | +63.4% | +19.3% | +44.1% | +54.6% |
| 1Y | +75.6% | +37.9% | +37.7% | +60.2% |
| 3Y | +104.0% | +62.9% | +41.1% | +79.9% |
| All | +104.0% | +64.6% | +39.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling