+80.7%
MNST vs RDW
-6.9%
+87.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.2% | +4.8% | -7.1% | -2.4% |
| 30D | -5.4% | -19.5% | +14.2% | -4.9% |
| 3M | -5.5% | -26.9% | +21.4% | -4.9% |
| 6M | +12.4% | +17.8% | -5.4% | +10.3% |
| YTD | +12.4% | +43.0% | -30.6% | +9.0% |
| 1Y | +37.2% | +32.1% | +5.1% | +32.8% |
| 3Y | +52.9% | +250.6% | -197.8% | +35.7% |
| All | +80.7% | -6.9% | +87.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling