+53.1%
MNST vs DE
+72.4%
-19.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -4.5% | +9.6% | -14.1% | -5.6% |
| 3M | -2.5% | +19.0% | -21.4% | -4.7% |
| 6M | +14.1% | +16.1% | -1.9% | +11.7% |
| YTD | +12.6% | +47.0% | -34.5% | +5.6% |
| 1Y | +36.9% | +43.1% | -6.2% | +28.8% |
| 3Y | +53.1% | +77.5% | -24.4% | +36.4% |
| All | +53.1% | +72.4% | -19.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling