+29.3%
MNST vs DT
-4.5%
+33.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -4.7% | +2.7% | -7.5% | -4.7% |
| 30D | +5.2% | -30.4% | +35.6% | +4.4% |
| 3M | -0.9% | -9.4% | +8.5% | -1.0% |
| 6M | +6.1% | +14.5% | -8.4% | +7.8% |
| YTD | +18.9% | +3.6% | +15.3% | +24.8% |
| 1Y | +29.3% | -3.4% | +32.8% | +37.2% |
| All | +29.3% | -4.5% | +33.9% | +37.2% |
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