+97.2%
MNST vs DLTR
+26.4%
+70.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -3.9% | +5.0% | -8.9% | -4.5% |
| 30D | +3.9% | +18.7% | -14.8% | +1.7% |
| 3M | -0.8% | +8.9% | -9.7% | -2.0% |
| 6M | +5.1% | +49.4% | -44.4% | -0.4% |
| YTD | +18.3% | +14.5% | +3.8% | +15.6% |
| 1Y | +29.5% | +32.5% | -3.0% | +24.0% |
| 3Y | +64.0% | +23.4% | +40.6% | +55.3% |
| 5Y | +97.2% | +26.2% | +71.0% | +84.5% |
| All | +97.2% | +26.4% | +70.8% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling