+235.9%
DIA vs MNST
+305.0%
-69.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.9% | -3.9% | +4.8% | +2.3% |
| 30D | +1.1% | +3.9% | -2.8% | -0.3% |
| 3M | -2.9% | -0.8% | -2.1% | -2.9% |
| 6M | +5.9% | +5.1% | +0.8% | +3.5% |
| YTD | +9.8% | +18.3% | -8.5% | +2.2% |
| 1Y | +11.7% | +29.5% | -17.8% | +0.5% |
| 3Y | +59.5% | +64.0% | -4.5% | +28.8% |
| 5Y | +57.5% | +97.2% | -39.6% | +15.7% |
| 10Y | +235.9% | +328.4% | -92.5% | +101.5% |
| All | +235.9% | +305.0% | -69.1% | +101.5% |
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 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