+106.1%
MNST vs DOCN
+74.7%
+31.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -4.6% |
| 7D | -3.4% | -19.2% | +15.7% | -2.4% |
| 30D | +6.6% | -43.1% | +49.7% | +9.7% |
| 3M | -2.9% | -40.7% | +37.8% | -0.8% |
| 6M | +18.4% | -55.0% | +73.4% | +22.7% |
| YTD | +19.3% | +50.6% | -31.4% | +11.3% |
| 1Y | +37.9% | +54.0% | -16.1% | +28.3% |
| 3Y | +62.9% | +203.9% | -141.0% | +36.9% |
| 5Y | +99.6% | -29.4% | +128.9% | +76.4% |
| All | +106.1% | +74.7% | +31.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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