+226.8%
MNST vs DBX
+12.3%
+214.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +1.0% |
| 7D | -5.0% | -8.6% | +3.6% | -3.2% |
| 30D | +4.6% | -5.2% | +9.8% | +5.7% |
| 3M | +1.0% | -6.4% | +7.4% | +2.1% |
| 6M | +5.8% | +12.7% | -7.0% | +2.6% |
| YTD | +19.1% | +17.2% | +1.9% | +14.2% |
| 1Y | +30.9% | +5.5% | +25.4% | +28.0% |
| 3Y | +65.7% | +24.1% | +41.6% | +52.7% |
| 5Y | +99.0% | +14.2% | +84.8% | +82.4% |
| All | +226.8% | +12.3% | +214.5% | +172.3% |
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