+192.8%
MNST vs DT
+75.7%
+117.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.6% | +3.1% | -1.5% | +1.1% |
| 30D | +5.1% | -29.5% | +34.6% | +11.0% |
| 3M | -0.5% | -11.7% | +11.3% | +1.0% |
| 6M | +8.1% | +29.0% | -20.9% | +2.3% |
| YTD | +21.2% | +3.4% | +17.8% | +18.2% |
| 1Y | +30.7% | -4.2% | +35.0% | +29.3% |
| 3Y | +67.3% | -12.8% | +80.1% | +65.4% |
| 5Y | +101.9% | -39.6% | +141.5% | +107.2% |
| All | +192.8% | +75.7% | +117.2% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling