+240.4%
MNST vs DLR
+163.6%
+76.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -4.1% | +3.4% | -7.5% | -5.0% |
| 30D | -4.5% | -2.2% | -2.3% | -4.0% |
| 3M | -2.5% | +4.7% | -7.2% | -4.2% |
| 6M | +14.1% | +9.0% | +5.1% | +10.7% |
| YTD | +12.6% | +24.1% | -11.6% | +4.9% |
| 1Y | +36.9% | +20.9% | +16.0% | +28.1% |
| 3Y | +53.1% | +60.0% | -6.9% | +27.3% |
| 5Y | +78.2% | +35.3% | +42.9% | +54.3% |
| 10Y | +240.4% | +165.8% | +74.6% | +126.3% |
| All | +240.4% | +163.6% | +76.8% | +126.3% |
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