-3.1%
DDOG vs MNST
+97.2%
-100.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -2.3% | -6.9% | +4.6% | +0.2% |
| 30D | -35.8% | +3.7% | -39.6% | -37.3% |
| 3M | -25.3% | -0.3% | -25.0% | -26.1% |
| 6M | -8.9% | +5.1% | -13.9% | -12.1% |
| YTD | +35.6% | +18.4% | +17.2% | +22.1% |
| 1Y | -6.8% | +26.3% | -33.1% | -19.0% |
| 3Y | +77.9% | +64.3% | +13.6% | +26.8% |
| 5Y | -3.1% | +96.8% | -99.9% | -49.6% |
| All | -3.1% | +97.2% | -100.3% | -49.6% |
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