+929,656.3%
MNST vs DVA
+5,180.6%
+924,475.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.1% |
| 7D | -6.9% | -4.8% | -2.1% | -6.4% |
| 30D | +3.7% | +0.9% | +2.8% | +3.6% |
| 3M | -0.3% | +2.9% | -3.2% | -0.7% |
| 6M | +5.1% | -7.8% | +12.8% | +5.6% |
| YTD | +18.4% | +61.5% | -43.1% | +11.5% |
| 1Y | +26.3% | +50.1% | -23.8% | +19.8% |
| 3Y | +64.3% | +121.1% | -56.9% | +48.2% |
| 5Y | +96.8% | +72.9% | +23.9% | +79.2% |
| 10Y | +333.2% | +208.2% | +125.0% | +267.3% |
| All | +929,656.3% | +5,180.6% | +924,475.8% | +1,524,447.8% |
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