+303.0%
MNST vs DAL
+127.0%
+176.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.8% |
| 7D | -3.4% | +8.8% | -12.2% | -4.8% |
| 30D | +6.6% | +5.4% | +1.2% | +5.5% |
| 3M | -2.9% | -4.9% | +2.0% | -2.3% |
| 6M | +18.4% | +19.8% | -1.4% | +14.2% |
| YTD | +19.3% | +27.0% | -7.7% | +13.4% |
| 1Y | +37.9% | +52.5% | -14.6% | +26.8% |
| 3Y | +62.9% | +173.8% | -111.0% | +28.3% |
| 5Y | +99.6% | +104.5% | -5.0% | +62.7% |
| All | +303.0% | +127.0% | +176.0% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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