+333.2%
MNST vs DAR
+290.1%
+43.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -4.9% | -0.8% |
| 7D | -6.9% | +3.6% | -10.5% | -7.5% |
| 30D | +3.7% | -11.3% | +15.0% | +5.9% |
| 3M | -0.3% | -13.1% | +12.8% | +1.9% |
| 6M | +5.1% | -15.1% | +20.2% | +7.6% |
| YTD | +18.4% | +50.5% | -32.1% | +7.9% |
| 1Y | +26.3% | +57.9% | -31.6% | +13.7% |
| 3Y | +64.3% | +28.9% | +35.3% | +48.2% |
| 5Y | +96.8% | -31.4% | +128.3% | +101.0% |
| 10Y | +333.2% | +301.0% | +32.2% | +155.0% |
| All | +333.2% | +290.1% | +43.1% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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