+187.7%
MNST vs DT
+72.4%
+115.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -5.0% | -20.2% | +15.3% | -1.5% |
| 30D | +4.6% | -30.8% | +35.3% | +10.8% |
| 3M | +1.0% | -10.2% | +11.2% | +2.2% |
| 6M | +5.8% | +8.0% | -2.3% | +3.1% |
| YTD | +19.1% | +1.5% | +17.6% | +16.5% |
| 1Y | +30.9% | -6.9% | +37.8% | +30.1% |
| 3Y | +65.7% | -10.9% | +76.6% | +62.9% |
| 5Y | +99.0% | -42.2% | +141.1% | +105.9% |
| All | +187.7% | +72.4% | +115.2% | +117.3% |
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