+84.2%
MNST vs DLR
+33.9%
+50.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | +1.6% | -8.1% | -6.8% |
| 30D | -7.2% | -3.4% | -3.9% | -6.7% |
| 3M | -1.0% | +0.5% | -1.5% | -1.4% |
| 6M | +11.5% | +4.6% | +6.9% | +10.1% |
| YTD | +14.3% | +23.4% | -9.1% | +9.0% |
| 1Y | +38.1% | +19.0% | +19.1% | +32.3% |
| 3Y | +55.0% | +56.5% | -1.5% | +35.1% |
| All | +84.2% | +33.9% | +50.3% | +66.9% |
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