+332.6%
MNST vs DOC
+19.9%
+312.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.4% |
| 7D | +6.8% | +8.7% | -2.0% | +4.2% |
| 30D | +12.0% | +7.6% | +4.4% | +9.6% |
| 3M | +3.5% | -5.3% | +8.8% | +5.0% |
| 6M | +29.7% | +27.6% | +2.1% | +19.6% |
| YTD | +27.2% | +32.4% | -5.2% | +15.7% |
| 1Y | +45.8% | +22.9% | +22.9% | +35.7% |
| 3Y | +75.5% | +43.1% | +32.4% | +52.8% |
| 5Y | +122.1% | -21.4% | +143.5% | +132.6% |
| 10Y | +332.6% | +16.8% | +315.8% | +283.6% |
| All | +332.6% | +19.9% | +312.7% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling