+328.4%
MNST vs DD
+100.9%
+227.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -3.9% | +2.2% | -6.1% | -4.6% |
| 30D | +3.9% | +20.7% | -16.8% | -1.8% |
| 3M | -0.8% | +11.3% | -12.1% | -4.2% |
| 6M | +5.1% | +6.0% | -0.9% | +2.6% |
| YTD | +18.3% | +31.7% | -13.4% | +7.8% |
| 1Y | +29.5% | +32.2% | -2.8% | +17.8% |
| 3Y | +64.0% | +92.7% | -28.6% | +28.6% |
| 5Y | +97.2% | +72.1% | +25.1% | +57.6% |
| 10Y | +328.4% | +99.7% | +228.8% | +203.8% |
| All | +328.4% | +100.9% | +227.5% | +203.8% |
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