+213.8%
MNST vs DBX
+20.1%
+193.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -6.5% | -2.4% | -4.1% | -6.0% |
| 30D | -7.2% | -0.5% | -6.7% | -7.2% |
| 3M | -1.0% | +28.1% | -29.1% | -6.1% |
| 6M | +11.5% | +33.1% | -21.6% | +4.6% |
| YTD | +14.3% | +25.3% | -11.0% | +8.3% |
| 1Y | +38.1% | +18.3% | +19.8% | +32.0% |
| 3Y | +55.0% | +25.0% | +30.0% | +42.9% |
| 5Y | +79.6% | +7.5% | +72.1% | +66.3% |
| All | +213.8% | +20.1% | +193.7% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling