+346.0%
MNST vs DUK
+157.0%
+189.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.7% | -1.1% | -3.6% | -4.2% |
| 30D | +5.2% | +8.8% | -3.6% | +1.5% |
| 3M | -0.9% | +5.0% | -5.9% | -3.0% |
| 6M | +6.1% | +4.6% | +1.5% | +3.8% |
| YTD | +18.9% | +12.6% | +6.3% | +12.3% |
| 1Y | +29.3% | +7.4% | +21.9% | +24.5% |
| 3Y | +64.9% | +63.1% | +1.8% | +30.1% |
| 5Y | +98.0% | +54.6% | +43.4% | +58.2% |
| All | +346.0% | +157.0% | +189.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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