+99.0%
MNST vs DE
+103.8%
-4.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -5.0% | +3.5% | -8.5% | -5.5% |
| 30D | +4.6% | +11.3% | -6.7% | +2.8% |
| 3M | +1.0% | +11.6% | -10.6% | -0.9% |
| 6M | +5.8% | +20.9% | -15.1% | +2.2% |
| YTD | +19.1% | +49.7% | -30.6% | +10.0% |
| 1Y | +30.9% | +49.5% | -18.6% | +20.9% |
| 3Y | +65.7% | +94.7% | -29.0% | +43.1% |
| 5Y | +99.0% | +107.4% | -8.4% | +65.6% |
| All | +99.0% | +103.8% | -4.9% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling