+122.1%
MNST vs DOC
-22.8%
+144.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.5% |
| 7D | +6.8% | +8.7% | -2.0% | +4.5% |
| 30D | +12.0% | +7.6% | +4.4% | +9.8% |
| 3M | +3.5% | -5.3% | +8.8% | +4.9% |
| 6M | +29.7% | +27.6% | +2.1% | +20.7% |
| YTD | +27.2% | +32.4% | -5.2% | +16.8% |
| 1Y | +45.8% | +22.9% | +22.9% | +36.8% |
| 3Y | +75.5% | +43.1% | +32.4% | +54.0% |
| 5Y | +122.1% | -21.4% | +143.5% | +156.2% |
| All | +122.1% | -22.8% | +144.9% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling