+94.5%
MNST vs DOCS
-36.0%
+130.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | -7.2% | +21.8% | -29.0% | -8.2% |
| 3M | -1.0% | +27.3% | -28.3% | -2.4% |
| 6M | +11.5% | -0.3% | +11.8% | +11.0% |
| YTD | +14.3% | -40.5% | +54.8% | +16.7% |
| 1Y | +38.1% | -61.5% | +99.7% | +44.2% |
| 3Y | +55.0% | +8.2% | +46.8% | +48.3% |
| 5Y | +79.6% | -73.4% | +153.1% | +75.7% |
| All | +94.5% | -36.0% | +130.5% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling