+101.3%
MNST vs DKS
+21.0%
+80.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | -2.1% | -1.3% | -3.2% |
| 30D | +6.6% | +7.3% | -0.7% | +5.8% |
| 3M | -2.9% | -28.4% | +25.5% | -0.1% |
| 6M | +18.4% | -36.9% | +55.3% | +23.5% |
| YTD | +19.3% | -27.3% | +46.6% | +22.0% |
| 1Y | +37.9% | -33.2% | +71.1% | +42.3% |
| 3Y | +62.9% | +32.2% | +30.7% | +44.7% |
| All | +101.3% | +21.0% | +80.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling