+59.7%
DIA vs MNST
+68.0%
-8.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +1.5% | +5.1% | -3.6% | +0.8% |
| 3M | -2.4% | -0.5% | -1.9% | -2.4% |
| 6M | +6.0% | +8.1% | -2.2% | +4.7% |
| YTD | +10.1% | +21.2% | -11.1% | +6.6% |
| 1Y | +11.8% | +30.7% | -18.9% | +7.0% |
| 3Y | +59.7% | +67.3% | -7.6% | +46.6% |
| All | +59.7% | +68.0% | -8.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling