+97.2%
MNST vs DTE
+45.8%
+51.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -3.9% | +3.5% | -7.4% | -5.0% |
| 30D | +3.9% | +9.5% | -5.6% | +0.8% |
| 3M | -0.8% | +2.5% | -3.4% | -1.8% |
| 6M | +5.1% | +0.6% | +4.5% | +4.6% |
| YTD | +18.3% | +10.5% | +7.8% | +13.4% |
| 1Y | +29.5% | +3.3% | +26.1% | +27.2% |
| 3Y | +64.0% | +56.3% | +7.8% | +37.1% |
| 5Y | +97.2% | +44.9% | +52.2% | +59.2% |
| All | +97.2% | +45.8% | +51.4% | +59.2% |
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 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