+99.8%
MNST vs DT
-37.8%
+137.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.6% | +3.1% | -1.5% | +1.2% |
| 30D | +5.1% | -29.5% | +34.6% | +9.5% |
| 3M | -0.5% | -11.7% | +11.3% | +0.6% |
| 6M | +8.1% | +29.0% | -20.9% | +3.6% |
| YTD | +21.2% | +3.4% | +17.8% | +19.2% |
| 1Y | +30.7% | -4.2% | +35.0% | +30.1% |
| 3Y | +67.3% | -12.8% | +80.1% | +66.5% |
| All | +99.8% | -37.8% | +137.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling