+241.7%
MNST vs D
+35.0%
+206.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -6.5% | +0.4% | -6.9% | -6.7% |
| 30D | -7.2% | -3.6% | -3.7% | -6.1% |
| 3M | -1.0% | -1.0% | 0.0% | -0.8% |
| 6M | +11.5% | +6.3% | +5.2% | +8.5% |
| YTD | +14.3% | +14.7% | -0.4% | +8.0% |
| 1Y | +38.1% | +16.9% | +21.2% | +29.2% |
| 3Y | +55.0% | +56.8% | -1.8% | +26.9% |
| 5Y | +79.6% | +5.2% | +74.4% | +71.3% |
| All | +241.7% | +35.0% | +206.7% | +173.6% |
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