+332.6%
MNST vs D
+48.1%
+284.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.9% | +2.4% | -6.3% | -4.7% |
| 30D | +3.9% | +10.9% | -7.0% | +0.1% |
| 3M | -0.8% | +2.8% | -3.7% | -1.9% |
| 6M | +5.1% | +12.7% | -7.6% | +0.3% |
| YTD | +18.3% | +20.3% | -2.0% | +9.9% |
| 1Y | +29.5% | +17.1% | +12.4% | +21.3% |
| 3Y | +64.0% | +75.1% | -11.1% | +29.5% |
| 5Y | +97.2% | +13.1% | +84.0% | +83.1% |
| All | +332.6% | +48.1% | +284.5% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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