+206.8%
MNST vs DBX
+19.3%
+187.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.2% |
| 7D | -3.6% | +0.3% | -3.8% | -3.6% |
| 30D | -6.3% | 0.0% | -6.3% | -6.4% |
| 3M | -5.0% | +26.1% | -31.1% | -9.6% |
| 6M | +13.1% | +29.4% | -16.2% | +6.7% |
| YTD | +11.8% | +24.4% | -12.7% | +6.0% |
| 1Y | +35.2% | +10.9% | +24.4% | +30.9% |
| 3Y | +52.0% | +24.1% | +27.9% | +40.3% |
| 5Y | +77.9% | +7.8% | +70.1% | +64.6% |
| All | +206.8% | +19.3% | +187.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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