+333.2%
MNST vs DLTR
+85.5%
+247.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -6.9% | -2.8% | -4.1% | -6.5% |
| 30D | +3.7% | +21.5% | -17.8% | +0.4% |
| 3M | -0.3% | +11.6% | -11.9% | -2.3% |
| 6M | +5.1% | +58.7% | -53.7% | -3.3% |
| YTD | +18.4% | +16.2% | +2.3% | +14.4% |
| 1Y | +26.3% | +34.8% | -8.6% | +18.7% |
| 3Y | +64.3% | +25.3% | +39.0% | +52.1% |
| 5Y | +96.8% | +25.8% | +71.0% | +77.3% |
| 10Y | +333.2% | +83.7% | +249.6% | +232.3% |
| All | +333.2% | +85.5% | +247.7% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling