+223.1%
MNST vs DOW
-11.5%
+234.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -5.0% | -9.4% | +4.5% | -3.3% |
| 30D | +4.6% | +8.9% | -4.4% | +2.9% |
| 3M | +1.0% | +6.7% | -5.7% | -0.4% |
| 6M | +5.8% | -14.2% | +20.0% | +8.2% |
| YTD | +19.1% | +36.9% | -17.9% | +8.5% |
| 1Y | +30.9% | +45.8% | -14.8% | +17.4% |
| 3Y | +65.7% | -23.9% | +89.6% | +68.9% |
| 5Y | +99.0% | -30.8% | +129.7% | +105.5% |
| All | +223.1% | -11.5% | +234.6% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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