+10.7%
DIA vs MNST
+35.8%
-25.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.1% |
| 7D | -0.9% | -3.4% | +2.5% | -0.6% |
| 30D | +0.3% | +6.6% | -6.4% | -0.2% |
| 3M | -4.5% | -2.9% | -1.6% | -4.3% |
| 6M | +3.4% | +18.4% | -15.1% | +2.0% |
| YTD | +7.8% | +19.3% | -11.5% | +6.6% |
| 1Y | +10.7% | +37.9% | -27.2% | +10.2% |
| All | +10.7% | +35.8% | -25.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling