+120.5%
DVN vs MNST
+76.8%
+43.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.1% | -3.6% | +3.5% | +0.4% |
| 30D | +8.0% | -6.3% | +14.3% | +8.9% |
| 3M | +11.9% | -5.0% | +16.9% | +12.4% |
| 6M | +10.6% | +13.1% | -2.5% | +7.4% |
| YTD | +35.4% | +11.8% | +23.6% | +31.4% |
| 1Y | +46.5% | +35.2% | +11.2% | +35.9% |
| 3Y | +3.0% | +52.0% | -49.0% | -7.3% |
| 5Y | +120.5% | +77.9% | +42.7% | +102.0% |
| All | +120.5% | +76.8% | +43.7% | +102.0% |
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 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