+102.9%
MNST vs DOCS
-21.0%
+123.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.3% |
| 7D | -3.4% | -0.8% | -2.7% | -3.4% |
| 30D | +6.6% | +17.4% | -10.8% | +5.9% |
| 3M | -2.9% | +57.4% | -60.2% | -5.1% |
| 6M | +18.4% | +26.5% | -8.1% | +16.7% |
| YTD | +19.3% | -26.6% | +45.8% | +20.6% |
| 1Y | +37.9% | -48.1% | +85.9% | +41.9% |
| 3Y | +62.9% | +52.6% | +10.2% | +53.1% |
| 5Y | +99.6% | -52.1% | +151.7% | +93.7% |
| All | +102.9% | -21.0% | +123.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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