+64.0%
MNST vs DLTR
+23.7%
+40.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -3.9% | +5.0% | -8.9% | -4.4% |
| 30D | +3.9% | +18.7% | -14.8% | +2.4% |
| 3M | -0.8% | +8.9% | -9.7% | -1.6% |
| 6M | +5.1% | +49.4% | -44.4% | +1.5% |
| YTD | +18.3% | +14.5% | +3.8% | +16.6% |
| 1Y | +29.5% | +32.5% | -3.0% | +26.0% |
| 3Y | +64.0% | +23.4% | +40.6% | +53.7% |
| All | +64.0% | +23.7% | +40.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling