+19.8%
DDOG vs MNST
+45.8%
-25.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.3% | -17.7% | -13.4% |
| 7D | -32.2% | +6.8% | -39.0% | -30.8% |
| 30D | -31.7% | +12.0% | -43.8% | -29.7% |
| 3M | -34.5% | +3.5% | -38.0% | -33.6% |
| 6M | +28.7% | +29.7% | -1.0% | +38.5% |
| YTD | +38.8% | +27.2% | +11.6% | +50.1% |
| 1Y | +19.8% | +45.8% | -26.0% | +46.8% |
| All | +19.8% | +45.8% | -25.9% | +46.8% |
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