+313.1%
MNST vs DAR
+288.2%
+24.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -1.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.5% |
| 30D | +4.6% | -12.8% | +17.4% | +7.1% |
| 3M | +1.0% | -11.6% | +12.6% | +2.9% |
| 6M | +5.8% | -16.8% | +22.6% | +8.8% |
| YTD | +19.1% | +45.9% | -26.9% | +9.1% |
| 1Y | +30.9% | +61.5% | -30.6% | +17.3% |
| 3Y | +65.7% | +23.0% | +42.8% | +51.0% |
| 5Y | +99.0% | -35.8% | +134.8% | +106.3% |
| 10Y | +313.1% | +280.4% | +32.7% | +142.2% |
| All | +313.1% | +288.2% | +24.8% | +142.2% |
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