+240.4%
MNST vs DD
+69.4%
+171.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -4.5% | -7.4% | +2.9% | -2.4% |
| 3M | -2.5% | -6.4% | +4.0% | -0.8% |
| 6M | +14.1% | -2.5% | +16.6% | +14.3% |
| YTD | +12.6% | +10.2% | +2.3% | +8.4% |
| 1Y | +36.9% | +36.9% | 0.0% | +22.9% |
| 3Y | +53.1% | +47.0% | +6.1% | +30.4% |
| 5Y | +78.2% | +63.1% | +15.1% | +43.9% |
| 10Y | +240.4% | +68.2% | +172.2% | +142.0% |
| All | +240.4% | +69.4% | +171.0% | +142.0% |
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