+313.1%
MNST vs DG
+128.5%
+184.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -5.0% | +0.7% | -5.6% | -5.1% |
| 30D | +4.6% | +7.4% | -2.8% | +3.0% |
| 3M | +1.0% | +8.5% | -7.5% | -0.9% |
| 6M | +5.8% | +21.9% | -16.1% | +0.9% |
| YTD | +19.1% | +4.9% | +14.1% | +16.8% |
| 1Y | +30.9% | +40.4% | -9.5% | +19.7% |
| 3Y | +65.7% | +23.5% | +42.2% | +48.8% |
| 5Y | +99.0% | -32.3% | +131.2% | +109.8% |
| 10Y | +313.1% | +119.3% | +193.7% | +221.4% |
| All | +313.1% | +128.5% | +184.6% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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