+55.5%
MNST vs DTE
+47.4%
+8.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.5% | +0.2% | -6.6% | -6.5% |
| 30D | -7.2% | -2.6% | -4.7% | -6.6% |
| 3M | -1.0% | -3.9% | +2.9% | 0.0% |
| 6M | +11.5% | -7.9% | +19.4% | +14.0% |
| YTD | +14.3% | +7.2% | +7.1% | +11.1% |
| 1Y | +38.1% | +3.1% | +35.0% | +35.8% |
| All | +55.5% | +47.4% | +8.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling