+99.0%
MNST vs DVA
+70.6%
+28.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.1% |
| 7D | -5.0% | -0.1% | -4.8% | -4.9% |
| 30D | +4.6% | +3.5% | +1.1% | +4.2% |
| 3M | +1.0% | +1.0% | +0.1% | +0.8% |
| 6M | +5.8% | -6.6% | +12.4% | +6.0% |
| YTD | +19.1% | +63.3% | -44.3% | +13.0% |
| 1Y | +30.9% | +50.0% | -19.1% | +25.2% |
| 3Y | +65.7% | +120.1% | -54.3% | +51.2% |
| 5Y | +99.0% | +73.7% | +25.2% | +87.0% |
| All | +99.0% | +70.6% | +28.4% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling