-100.0%
DFNS vs MNST
+72.2%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.9% | -17.8% | -20.5% |
| 7D | -37.4% | +3.2% | -40.6% | -36.4% |
| 30D | -65.8% | +10.6% | -76.4% | -64.1% |
| 3M | -95.0% | +1.3% | -96.3% | -94.9% |
| 6M | -95.8% | +26.2% | -122.0% | -95.2% |
| YTD | -99.5% | +24.8% | -124.3% | -99.5% |
| 1Y | -99.7% | +40.9% | -140.7% | -99.7% |
| All | -100.0% | +72.2% | -172.1% | -99.9% |
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