+35.2%
MNST vs DLTR
+19.6%
+15.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.4% |
| 7D | -3.6% | -10.2% | +6.7% | -2.9% |
| 30D | -6.3% | -8.5% | +2.2% | -5.7% |
| 3M | -5.0% | +5.6% | -10.5% | -5.1% |
| 6M | +13.1% | +2.2% | +10.9% | +13.9% |
| YTD | +11.8% | -3.8% | +15.5% | +12.5% |
| 1Y | +35.2% | +22.9% | +12.3% | +38.4% |
| All | +35.2% | +19.6% | +15.7% | +38.4% |
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