+333.2%
MNST vs RCL
+368.0%
-34.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -6.9% | +0.6% | -7.5% | -7.0% |
| 30D | +3.7% | +19.4% | -15.7% | +1.3% |
| 3M | -0.3% | +9.8% | -10.1% | -1.7% |
| 6M | +5.1% | +28.6% | -23.6% | +1.2% |
| YTD | +18.4% | +22.2% | -3.7% | +14.0% |
| 1Y | +26.3% | +29.7% | -3.5% | +20.4% |
| 3Y | +64.3% | +265.3% | -201.1% | +32.0% |
| 5Y | +96.8% | +301.8% | -204.9% | +50.9% |
| 10Y | +333.2% | +360.5% | -27.3% | +246.1% |
| All | +333.2% | +368.0% | -34.8% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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