+2,892.0%
MNST vs DG
+606.1%
+2,285.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -6.5% | +8.4% | -14.9% | -8.1% |
| 30D | -7.2% | +4.9% | -12.2% | -8.2% |
| 3M | -1.0% | +29.3% | -30.4% | -6.4% |
| 6M | +11.5% | -11.3% | +22.8% | +13.6% |
| YTD | +14.3% | +1.8% | +12.6% | +13.0% |
| 1Y | +38.1% | +25.3% | +12.8% | +29.8% |
| 3Y | +55.0% | +9.1% | +45.9% | +44.4% |
| 5Y | +79.6% | -34.9% | +114.5% | +87.5% |
| 10Y | +241.8% | +108.2% | +133.6% | +172.6% |
| All | +2,892.0% | +606.1% | +2,285.9% | +1,677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling