+53.1%
MNST vs DLTR
+6.7%
+46.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.0% |
| 7D | -4.1% | -5.8% | +1.7% | -3.6% |
| 30D | -4.5% | -5.2% | +0.7% | -4.0% |
| 3M | -2.5% | +15.2% | -17.6% | -3.7% |
| 6M | +14.1% | +7.1% | +7.0% | +13.3% |
| YTD | +12.6% | +0.8% | +11.7% | +12.2% |
| 1Y | +36.9% | +24.8% | +12.2% | +33.6% |
| 3Y | +53.1% | +6.9% | +46.2% | +40.7% |
| All | +53.1% | +6.7% | +46.4% | +40.7% |
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