+78.2%
MNST vs DTE
+35.6%
+42.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -4.5% | -1.9% | -2.6% | -3.9% |
| 3M | -2.5% | -3.3% | +0.9% | -1.5% |
| 6M | +14.1% | -7.1% | +21.3% | +16.7% |
| YTD | +12.6% | +8.1% | +4.5% | +8.7% |
| 1Y | +36.9% | +5.3% | +31.7% | +33.5% |
| 3Y | +53.1% | +48.2% | +4.9% | +30.3% |
| 5Y | +78.2% | +33.2% | +45.0% | +53.0% |
| All | +78.2% | +35.6% | +42.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling