+248.5%
DHR vs MNST
+336.2%
-87.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +2.6% | -4.7% | +7.3% | +4.2% |
| 30D | +4.2% | +5.2% | -1.0% | +2.2% |
| 3M | +13.0% | -0.9% | +13.9% | +12.9% |
| 6M | +40.2% | +6.1% | +34.0% | +36.4% |
| YTD | +2.0% | +18.9% | -16.9% | -5.6% |
| 1Y | +6.6% | +29.3% | -22.7% | -4.6% |
| 3Y | +19.9% | +64.9% | -44.9% | -3.9% |
| 5Y | -11.7% | +98.0% | -109.7% | -35.3% |
| All | +248.5% | +336.2% | -87.7% | +110.9% |
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 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