+67.3%
MNST vs DG
+21.7%
+45.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +5.1% | +3.2% | +1.8% | +4.7% |
| 3M | -0.5% | +10.4% | -10.9% | -1.4% |
| 6M | +8.1% | +33.2% | -25.0% | +5.3% |
| YTD | +21.2% | +3.0% | +18.2% | +20.5% |
| 1Y | +30.7% | +31.2% | -0.5% | +27.0% |
| 3Y | +67.3% | +21.8% | +45.5% | +59.6% |
| All | +67.3% | +21.7% | +45.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling