+354.7%
MNST vs DVA
+193.2%
+161.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.6% | -8.8% | +10.4% | +3.2% |
| 30D | +5.1% | -3.4% | +8.5% | +5.5% |
| 3M | -0.5% | -2.6% | +2.1% | -0.2% |
| 6M | +8.1% | -11.9% | +20.0% | +9.7% |
| YTD | +21.2% | +53.6% | -32.5% | +10.5% |
| 1Y | +30.7% | +41.9% | -11.1% | +20.8% |
| 3Y | +67.3% | +97.5% | -30.2% | +41.6% |
| 5Y | +101.9% | +65.0% | +36.9% | +71.7% |
| All | +354.7% | +193.2% | +161.5% | +246.7% |
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