+97.6%
MNST vs DOCN
+171.0%
-73.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.8% |
| 7D | -6.5% | +1.1% | -7.6% | -6.6% |
| 30D | -7.2% | -9.6% | +2.4% | -6.8% |
| 3M | -1.0% | -37.7% | +36.7% | +1.6% |
| 6M | +11.5% | +115.2% | -103.7% | +3.3% |
| YTD | +14.3% | +133.7% | -119.4% | +4.7% |
| 1Y | +38.1% | +250.2% | -212.0% | +21.7% |
| 3Y | +55.0% | +320.3% | -265.3% | +29.1% |
| 5Y | +79.6% | +53.1% | +26.5% | +56.9% |
| All | +97.6% | +171.0% | -73.4% | +72.9% |
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