+303.0%
MNST vs DD
+87.9%
+215.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | -3.4% | +4.6% | -8.0% | -4.9% |
| 30D | +6.6% | +11.8% | -5.2% | +3.0% |
| 3M | -2.9% | +2.2% | -5.1% | -3.8% |
| 6M | +18.4% | -1.6% | +20.1% | +18.3% |
| YTD | +19.3% | +23.0% | -3.7% | +10.9% |
| 1Y | +37.9% | +26.9% | +11.0% | +27.0% |
| 3Y | +62.9% | +77.9% | -15.0% | +30.8% |
| 5Y | +99.6% | +59.9% | +39.7% | +63.0% |
| All | +303.0% | +87.9% | +215.1% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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