+897,299.1%
MNST vs DVA
+5,194.7%
+892,104.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -6.5% | +1.8% | -8.3% | -6.7% |
| 30D | -7.2% | -2.5% | -4.7% | -7.0% |
| 3M | -1.0% | -4.3% | +3.2% | -0.8% |
| 6M | +11.5% | +18.9% | -7.4% | +8.9% |
| YTD | +14.3% | +61.9% | -47.6% | +7.7% |
| 1Y | +38.1% | +35.7% | +2.4% | +32.5% |
| 3Y | +55.0% | +78.6% | -23.7% | +42.7% |
| 5Y | +79.6% | +39.2% | +40.4% | +67.4% |
| 10Y | +241.8% | +184.0% | +57.8% | +191.9% |
| All | +897,299.1% | +5,194.7% | +892,104.5% | +1,472,253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling