+45.8%
MNST vs DLTR
+45.2%
+0.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.6% | -6.3% | +2.2% |
| 7D | +6.8% | +15.6% | -8.8% | +5.1% |
| 30D | +12.0% | +29.9% | -17.8% | +9.2% |
| 3M | +3.5% | +12.5% | -8.9% | +2.1% |
| 6M | +29.7% | +56.3% | -26.6% | +24.5% |
| YTD | +27.2% | +19.5% | +7.7% | +25.7% |
| 1Y | +45.8% | +44.0% | +1.8% | +38.6% |
| All | +45.8% | +45.2% | +0.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling