+116.3%
MNST vs DOCS
-15.8%
+132.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.3% | -3.0% | +3.1% |
| 7D | +6.8% | +1.2% | +5.5% | +6.7% |
| 30D | +12.0% | +21.3% | -9.3% | +11.1% |
| 3M | +3.5% | +58.4% | -54.9% | +1.2% |
| 6M | +29.7% | +39.3% | -9.6% | +27.2% |
| YTD | +27.2% | -21.7% | +48.9% | +28.2% |
| 1Y | +45.8% | -47.3% | +93.1% | +50.1% |
| 3Y | +75.5% | +58.2% | +17.3% | +64.8% |
| 5Y | +122.1% | -52.3% | +174.4% | +114.9% |
| All | +116.3% | -15.8% | +132.1% | +111.8% |
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