+1,056.2%
DVN vs MNST
+567,324.5%
-566,268.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | -8.8% | -3.9% | -4.9% | -8.6% |
| 30D | -10.0% | +3.9% | -13.9% | -10.3% |
| 3M | -3.7% | -0.8% | -2.9% | -3.7% |
| 6M | -3.5% | +5.1% | -8.6% | -3.9% |
| YTD | +20.8% | +18.3% | +2.5% | +19.2% |
| 1Y | +31.2% | +29.5% | +1.8% | +28.8% |
| 3Y | +5.0% | +64.0% | -59.0% | +1.3% |
| 5Y | +29.9% | +97.2% | -67.2% | +23.7% |
| 10Y | +45.5% | +328.4% | -283.0% | +33.1% |
| All | +1,056.2% | +567,324.5% | -566,268.3% | +672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling