+248.4%
MNST vs DE
+852.3%
-603.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.6% | -3.0% | -0.5% | -2.8% |
| 30D | -6.3% | +11.1% | -17.4% | -8.9% |
| 3M | -5.0% | +17.6% | -22.6% | -9.2% |
| 6M | +13.1% | +13.6% | -0.5% | +8.7% |
| YTD | +11.8% | +46.3% | -34.5% | -0.3% |
| 1Y | +35.2% | +44.2% | -8.9% | +20.8% |
| 3Y | +52.0% | +76.6% | -24.6% | +25.9% |
| 5Y | +77.9% | +98.2% | -20.4% | +38.1% |
| 10Y | +248.4% | +863.5% | -615.1% | +74.7% |
| All | +248.4% | +852.3% | -603.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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