+176.2%
MNST vs DT
+103.5%
+72.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -6.5% | -3.3% | -3.2% | -6.0% |
| 30D | -7.2% | +2.0% | -9.3% | -7.6% |
| 3M | -1.0% | +20.0% | -21.0% | -4.4% |
| 6M | +11.5% | +39.3% | -27.8% | +4.1% |
| YTD | +14.3% | +19.8% | -5.4% | +9.3% |
| 1Y | +38.1% | +4.3% | +33.8% | +35.3% |
| 3Y | +55.0% | +7.7% | +47.3% | +48.1% |
| 5Y | +79.6% | -26.8% | +106.5% | +78.4% |
| All | +176.2% | +103.5% | +72.7% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling