+303.0%
MNST vs DLR
+166.0%
+137.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -3.4% | -3.6% | +0.2% | -2.5% |
| 30D | +6.6% | -3.5% | +10.1% | +7.4% |
| 3M | -2.9% | -8.9% | +6.0% | -0.9% |
| 6M | +18.4% | -11.6% | +30.0% | +21.3% |
| YTD | +19.3% | +14.9% | +4.4% | +13.2% |
| 1Y | +37.9% | +6.4% | +31.5% | +33.6% |
| 3Y | +62.9% | +47.3% | +15.6% | +38.3% |
| 5Y | +99.6% | +32.8% | +66.8% | +72.6% |
| All | +303.0% | +166.0% | +137.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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