+673,018.3%
MNST vs DGX
+8,858.2%
+664,160.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -6.5% | -2.3% | -4.2% | -6.1% |
| 30D | -7.2% | +0.6% | -7.8% | -7.3% |
| 3M | -1.0% | +21.4% | -22.4% | -4.9% |
| 6M | +11.5% | +14.7% | -3.2% | +8.1% |
| YTD | +14.3% | +38.4% | -24.1% | +6.6% |
| 1Y | +38.1% | +34.0% | +4.1% | +29.5% |
| 3Y | +55.0% | +92.7% | -37.7% | +34.3% |
| 5Y | +79.6% | +67.7% | +11.9% | +59.2% |
| 10Y | +241.8% | +248.0% | -6.2% | +161.8% |
| All | +673,018.3% | +8,858.2% | +664,160.0% | +293,783.2% |
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