+248.4%
MNST vs DVA
+186.3%
+62.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | -3.6% | +2.0% | -5.6% | -3.9% |
| 30D | -6.3% | -0.4% | -5.9% | -6.3% |
| 3M | -5.0% | -7.7% | +2.7% | -4.2% |
| 6M | +13.1% | +20.0% | -6.8% | +8.6% |
| YTD | +11.8% | +61.1% | -49.3% | +1.3% |
| 1Y | +35.2% | +33.9% | +1.4% | +26.6% |
| 3Y | +52.0% | +91.5% | -39.5% | +29.4% |
| 5Y | +77.9% | +41.8% | +36.1% | +58.3% |
| 10Y | +248.4% | +187.5% | +60.9% | +162.0% |
| All | +248.4% | +186.3% | +62.1% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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