+45.5%
DVN vs MNST
+305.0%
-259.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -8.8% | -3.9% | -4.9% | -7.7% |
| 30D | -10.0% | +3.9% | -13.9% | -11.6% |
| 3M | -3.7% | -0.8% | -2.9% | -4.0% |
| 6M | -3.5% | +5.1% | -8.6% | -6.3% |
| YTD | +20.8% | +18.3% | +2.5% | +10.8% |
| 1Y | +31.2% | +29.5% | +1.8% | +15.9% |
| 3Y | +5.0% | +64.0% | -59.0% | -17.9% |
| 5Y | +29.9% | +97.2% | -67.2% | -10.0% |
| 10Y | +45.5% | +328.4% | -283.0% | -18.0% |
| All | +45.5% | +305.0% | -259.5% | -18.0% |
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