+99.8%
MNST vs DD
+67.2%
+32.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | +1.6% | +5.0% | -3.3% | +0.5% |
| 30D | +5.1% | +19.7% | -14.6% | +0.6% |
| 3M | -0.5% | +7.2% | -7.7% | -2.3% |
| 6M | +8.1% | +1.0% | +7.1% | +7.4% |
| YTD | +21.2% | +29.1% | -7.9% | +13.1% |
| 1Y | +30.7% | +28.5% | +2.2% | +22.1% |
| 3Y | +67.3% | +89.4% | -22.1% | +35.9% |
| All | +99.8% | +67.2% | +32.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling