+64.1%
MNST vs DD
+89.9%
-25.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -4.7% | +6.7% | -11.5% | -5.6% |
| 30D | +5.2% | +19.4% | -14.2% | +2.5% |
| 3M | -0.9% | +7.6% | -8.5% | -2.0% |
| 6M | +6.1% | +2.9% | +3.3% | +5.5% |
| YTD | +18.9% | +29.9% | -11.0% | +14.4% |
| 1Y | +29.3% | +28.6% | +0.7% | +24.5% |
| All | +64.1% | +89.9% | -25.8% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling