+62.9%
MNST vs DT
-9.2%
+72.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -3.4% | -24.7% | +21.3% | -2.3% |
| 30D | +6.6% | -27.4% | +34.0% | +8.0% |
| 3M | -2.9% | -11.1% | +8.2% | -2.6% |
| 6M | +18.4% | +13.7% | +4.8% | +17.5% |
| YTD | +19.3% | +0.2% | +19.0% | +19.9% |
| 1Y | +37.9% | -5.7% | +43.6% | +39.5% |
| 3Y | +62.9% | -8.1% | +71.0% | +62.7% |
| All | +62.9% | -9.2% | +72.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling