+90.0%
MNST vs RDW
-0.7%
+90.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.0% | +0.9% | -1.8% | -1.0% |
| 30D | -5.6% | -21.3% | +15.7% | -5.0% |
| 3M | -5.7% | -37.9% | +32.2% | -4.6% |
| 6M | +12.0% | +12.3% | -0.3% | +10.0% |
| YTD | +13.2% | +39.7% | -26.5% | +9.8% |
| 1Y | +36.1% | +25.7% | +10.4% | +31.8% |
| 3Y | +52.9% | +230.8% | -178.0% | +35.5% |
| 5Y | +81.0% | -8.8% | +89.7% | +61.7% |
| All | +90.0% | -0.7% | +90.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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