+57.2%
TXN vs MNST
+80.0%
-22.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.1% | -6.5% | +6.4% | +2.2% |
| 30D | -6.9% | -7.2% | +0.3% | -4.8% |
| 3M | -14.9% | -1.0% | -13.9% | -15.2% |
| 6M | +29.0% | +11.5% | +17.5% | +22.5% |
| YTD | +51.5% | +14.3% | +37.2% | +42.1% |
| 1Y | +41.6% | +38.1% | +3.4% | +22.7% |
| 3Y | +65.8% | +55.0% | +10.8% | +36.2% |
| All | +57.2% | +80.0% | -22.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling