+333.2%
MNST vs DE
+790.2%
-457.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -6.9% | +2.3% | -9.1% | -7.4% |
| 30D | +3.7% | +9.3% | -5.6% | +1.4% |
| 3M | -0.3% | +12.2% | -12.5% | -3.5% |
| 6M | +5.1% | +18.1% | -13.0% | 0.0% |
| YTD | +18.4% | +49.8% | -31.3% | +4.9% |
| 1Y | +26.3% | +46.4% | -20.1% | +12.4% |
| 3Y | +64.3% | +92.5% | -28.3% | +32.6% |
| 5Y | +96.8% | +107.4% | -10.6% | +51.2% |
| 10Y | +333.2% | +784.1% | -450.9% | +145.4% |
| All | +333.2% | +790.2% | -457.0% | +145.4% |
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