+31,648.8%
MNST vs DLR
+3,595.7%
+28,053.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | +1.6% | -8.1% | -7.0% |
| 30D | -7.2% | -3.4% | -3.9% | -6.2% |
| 3M | -1.0% | +0.5% | -1.5% | -1.9% |
| 6M | +11.5% | +4.6% | +6.9% | +8.7% |
| YTD | +14.3% | +23.4% | -9.1% | +4.8% |
| 1Y | +38.1% | +19.0% | +19.1% | +27.6% |
| 3Y | +55.0% | +56.5% | -1.5% | +25.5% |
| 5Y | +79.6% | +33.3% | +46.3% | +50.2% |
| 10Y | +241.8% | +165.1% | +76.6% | +108.7% |
| All | +31,648.8% | +3,595.7% | +28,053.1% | +2,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling