+54.7%
MNST vs DBX
+26.9%
+27.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -6.5% | -2.4% | -4.1% | -6.2% |
| 30D | -7.2% | -0.5% | -6.7% | -7.2% |
| 3M | -1.0% | +28.1% | -29.1% | -4.5% |
| 6M | +11.5% | +33.1% | -21.6% | +6.6% |
| YTD | +14.3% | +25.3% | -11.0% | +9.9% |
| 1Y | +38.1% | +18.3% | +19.8% | +33.4% |
| All | +54.7% | +26.9% | +27.8% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling