+248.4%
MNST vs DLTR
+45.2%
+203.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | 0.0% |
| 7D | -3.6% | -10.2% | +6.7% | -1.9% |
| 30D | -6.3% | -8.5% | +2.2% | -5.0% |
| 3M | -5.0% | +5.6% | -10.5% | -6.0% |
| 6M | +13.1% | +2.2% | +10.9% | +12.0% |
| YTD | +11.8% | -3.8% | +15.5% | +11.5% |
| 1Y | +35.2% | +22.9% | +12.3% | +28.9% |
| 3Y | +52.0% | +2.0% | +50.0% | +45.7% |
| 5Y | +77.9% | +29.8% | +48.0% | +57.0% |
| 10Y | +248.4% | +45.0% | +203.4% | +182.9% |
| All | +248.4% | +45.2% | +203.2% | +182.9% |
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