+208.4%
DHR vs MNST
+240.5%
-32.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.6% |
| 7D | -0.8% | -4.1% | +3.3% | +0.6% |
| 30D | +0.2% | -4.5% | +4.7% | +1.7% |
| 3M | +12.1% | -2.5% | +14.5% | +12.7% |
| 6M | +5.4% | +14.1% | -8.7% | -0.6% |
| YTD | -10.0% | +12.6% | -22.5% | -14.9% |
| 1Y | +4.1% | +36.9% | -32.9% | -9.0% |
| 3Y | -5.2% | +53.1% | -58.3% | -21.8% |
| 5Y | -28.2% | +78.2% | -106.5% | -45.2% |
| 10Y | +208.4% | +240.4% | -32.0% | +101.2% |
| All | +208.4% | +240.5% | -32.1% | +101.2% |
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