+170.6%
MNST vs DKNG
+152.4%
+18.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.3% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | -5.6% | -3.0% | -2.6% | -5.4% |
| 3M | -5.7% | -17.6% | +11.9% | -4.2% |
| 6M | +12.0% | -3.2% | +15.2% | +11.5% |
| YTD | +13.2% | -28.2% | +41.4% | +15.9% |
| 1Y | +36.1% | -46.1% | +82.1% | +43.1% |
| 3Y | +52.9% | -22.2% | +75.0% | +50.2% |
| 5Y | +81.0% | -60.4% | +141.4% | +86.7% |
| All | +170.6% | +152.4% | +18.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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