+45.8%
MNST vs DT
-5.1%
+50.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.3% |
| 7D | +6.8% | -25.5% | +32.3% | +6.3% |
| 30D | +12.0% | -22.3% | +34.3% | +11.6% |
| 3M | +3.5% | +2.3% | +1.2% | +3.8% |
| 6M | +29.7% | +20.7% | +8.9% | +31.6% |
| YTD | +27.2% | +7.9% | +19.2% | +34.5% |
| 1Y | +45.8% | -5.7% | +51.5% | +61.0% |
| All | +45.8% | -5.1% | +50.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling