+99.8%
MNST vs DLR
+35.0%
+64.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +2.3% |
| 7D | +1.6% | +3.3% | -1.7% | +1.0% |
| 30D | +5.1% | +4.6% | +0.5% | +4.1% |
| 3M | -0.5% | -8.3% | +7.8% | +0.9% |
| 6M | +8.1% | -5.6% | +13.8% | +8.7% |
| YTD | +21.2% | +18.7% | +2.5% | +16.0% |
| 1Y | +30.7% | +17.1% | +13.6% | +25.4% |
| 3Y | +67.3% | +54.4% | +13.0% | +45.0% |
| All | +99.8% | +35.0% | +64.8% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling