+464,094.9%
MNST vs DLTR
+11,640.8%
+452,454.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | +2.5% | -9.0% | -6.8% |
| 30D | -7.2% | +2.1% | -9.3% | -7.5% |
| 3M | -1.0% | +20.3% | -21.3% | -3.3% |
| 6M | +11.5% | +11.5% | 0.0% | +9.5% |
| YTD | +14.3% | +6.8% | +7.5% | +12.7% |
| 1Y | +38.1% | +31.1% | +7.0% | +32.5% |
| 3Y | +55.0% | +10.7% | +44.3% | +48.9% |
| 5Y | +79.6% | +41.6% | +38.0% | +65.4% |
| 10Y | +241.8% | +58.1% | +183.7% | +204.3% |
| All | +464,094.9% | +11,640.8% | +452,454.1% | +358,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling