+248.7%
MNST vs DGX
+249.5%
-0.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -2.2% | -3.5% | +1.2% | -1.1% |
| 30D | -5.4% | -2.7% | -2.7% | -4.5% |
| 3M | -5.5% | +13.9% | -19.4% | -10.0% |
| 6M | +12.4% | +16.0% | -3.7% | +6.0% |
| YTD | +12.4% | +34.9% | -22.5% | 0.0% |
| 1Y | +37.2% | +30.6% | +6.6% | +23.3% |
| 3Y | +52.9% | +93.0% | -40.1% | +16.6% |
| 5Y | +79.7% | +64.4% | +15.3% | +43.8% |
| All | +248.7% | +249.5% | -0.8% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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