+53.1%
MNST vs DVA
+88.7%
-35.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -4.1% | +2.2% | -6.3% | -4.3% |
| 30D | -4.5% | -2.0% | -2.5% | -4.3% |
| 3M | -2.5% | -6.3% | +3.8% | -2.2% |
| 6M | +14.1% | +19.4% | -5.3% | +11.6% |
| YTD | +12.6% | +58.5% | -45.9% | +7.2% |
| 1Y | +36.9% | +33.9% | +3.1% | +32.6% |
| 3Y | +53.1% | +88.4% | -35.4% | +36.6% |
| All | +53.1% | +88.7% | -35.6% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling