+378.3%
DDOG vs MNST
+211.9%
+166.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -16.9% | -5.0% | -11.9% | -15.2% |
| 30D | -38.8% | +4.6% | -43.3% | -40.7% |
| 3M | -23.2% | +1.0% | -24.2% | -24.6% |
| 6M | -10.3% | +5.8% | -16.0% | -14.4% |
| YTD | +32.1% | +19.1% | +13.0% | +16.4% |
| 1Y | -6.1% | +30.9% | -37.0% | -21.8% |
| 3Y | +79.2% | +65.7% | +13.5% | +22.5% |
| 5Y | -8.6% | +99.0% | -107.6% | -47.0% |
| All | +378.3% | +211.9% | +166.5% | +83.4% |
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