-11.6%
DHR vs MNST
+100.5%
-112.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +3.0% |
| 7D | -0.9% | -3.4% | +2.6% | +0.1% |
| 30D | +5.4% | +6.6% | -1.2% | +3.2% |
| 3M | +15.3% | -2.9% | +18.2% | +15.9% |
| 6M | +32.1% | +18.4% | +13.7% | +23.9% |
| YTD | +1.2% | +19.3% | -18.1% | -5.8% |
| 1Y | +10.1% | +37.9% | -27.8% | -3.2% |
| 3Y | +19.9% | +62.9% | -43.0% | -2.6% |
| All | -11.6% | +100.5% | -112.1% | -39.5% |
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