+53.3%
DIA vs MNST
+100.5%
-47.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.7% |
| 7D | -0.9% | -3.4% | +2.5% | -0.1% |
| 30D | +0.3% | +6.6% | -6.4% | -1.4% |
| 3M | -4.5% | -2.9% | -1.6% | -4.0% |
| 6M | +3.4% | +18.4% | -15.1% | -1.6% |
| YTD | +7.8% | +19.3% | -11.5% | +2.1% |
| 1Y | +10.7% | +37.9% | -27.2% | +0.5% |
| 3Y | +57.5% | +62.9% | -5.3% | +34.6% |
| All | +53.3% | +100.5% | -47.2% | +17.2% |
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 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