+548,301.9%
MNST vs DD
+961.9%
+547,340.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -6.5% | -3.5% | -3.0% | -5.7% |
| 30D | -7.2% | -10.3% | +3.1% | -4.8% |
| 3M | -1.0% | -7.5% | +6.5% | +0.7% |
| 6M | +11.5% | -8.0% | +19.5% | +13.3% |
| YTD | +14.3% | +10.5% | +3.8% | +10.7% |
| 1Y | +38.1% | +38.3% | -0.1% | +26.1% |
| 3Y | +55.0% | +42.5% | +12.5% | +37.4% |
| 5Y | +79.6% | +60.2% | +19.5% | +52.8% |
| 10Y | +241.8% | +68.9% | +172.9% | +173.7% |
| All | +548,301.9% | +961.9% | +547,340.0% | +391,425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling