+101.3%
MNST vs DLR
+32.6%
+68.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | -3.6% | +0.2% | -2.8% |
| 30D | +6.6% | -3.5% | +10.1% | +7.2% |
| 3M | -2.9% | -8.9% | +6.0% | -1.5% |
| 6M | +18.4% | -11.6% | +30.0% | +20.6% |
| YTD | +19.3% | +14.9% | +4.4% | +14.8% |
| 1Y | +37.9% | +6.4% | +31.5% | +34.9% |
| 3Y | +62.9% | +47.3% | +15.6% | +42.6% |
| All | +101.3% | +32.6% | +68.8% | +81.5% |
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