+713,571.3%
MNST vs DGX
+9,743.1%
+703,828.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.6% | +1.6% | +0.1% | +1.3% |
| 30D | +5.1% | +11.2% | -6.1% | +2.9% |
| 3M | -0.5% | +10.4% | -10.9% | -2.5% |
| 6M | +8.1% | +37.1% | -28.9% | +1.3% |
| YTD | +21.2% | +52.1% | -30.9% | +10.8% |
| 1Y | +30.7% | +40.7% | -10.0% | +21.4% |
| 3Y | +67.3% | +107.6% | -40.3% | +42.8% |
| 5Y | +101.9% | +90.6% | +11.3% | +74.4% |
| 10Y | +343.3% | +287.9% | +55.4% | +232.2% |
| All | +713,571.3% | +9,743.1% | +703,828.1% | +305,489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling