+248.4%
MNST vs DTE
+136.5%
+112.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -6.3% | -0.5% | -5.8% | -6.1% |
| 3M | -5.0% | -6.0% | +1.1% | -2.7% |
| 6M | +13.1% | -7.2% | +20.3% | +16.1% |
| YTD | +11.8% | +7.2% | +4.6% | +7.9% |
| 1Y | +35.2% | +4.1% | +31.2% | +32.0% |
| 3Y | +52.0% | +46.9% | +5.1% | +26.8% |
| 5Y | +77.9% | +32.9% | +44.9% | +53.1% |
| 10Y | +248.4% | +144.5% | +103.9% | +114.2% |
| All | +248.4% | +136.5% | +112.0% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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