+249.4%
DHR vs MNST
+305.0%
-55.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.6% | -3.9% | +6.5% | +3.9% |
| 30D | +7.4% | +3.9% | +3.5% | +5.8% |
| 3M | +13.0% | -0.8% | +13.8% | +12.8% |
| 6M | +38.5% | +5.1% | +33.4% | +35.2% |
| YTD | +3.8% | +18.3% | -14.5% | -3.9% |
| 1Y | +12.6% | +29.5% | -16.9% | +0.7% |
| 3Y | +22.0% | +64.0% | -42.1% | -2.1% |
| 5Y | -9.5% | +97.2% | -106.7% | -33.6% |
| 10Y | +249.4% | +328.4% | -79.1% | +111.0% |
| All | +249.4% | +305.0% | -55.6% | +111.0% |
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