+172.0%
MNST vs DT
+97.2%
+74.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | -4.1% | -4.9% | +0.8% | -3.3% |
| 30D | -4.5% | +2.7% | -7.2% | -5.0% |
| 3M | -2.5% | +20.0% | -22.4% | -5.8% |
| 6M | +14.1% | +28.0% | -13.9% | +8.2% |
| YTD | +12.6% | +16.0% | -3.5% | +8.2% |
| 1Y | +36.9% | +0.7% | +36.2% | +35.0% |
| 3Y | +53.1% | +6.2% | +46.9% | +46.6% |
| 5Y | +78.2% | -28.1% | +106.4% | +77.4% |
| All | +172.0% | +97.2% | +74.8% | +101.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling