+87.6%
MNST vs RDW
0.0%
+87.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.6% |
| 7D | -3.6% | +3.6% | -7.1% | -3.7% |
| 30D | -6.3% | -18.4% | +12.2% | -5.8% |
| 3M | -5.0% | -32.1% | +27.1% | -4.2% |
| 6M | +13.1% | +10.9% | +2.3% | +11.2% |
| YTD | +11.8% | +40.8% | -29.0% | +8.4% |
| 1Y | +35.2% | +31.1% | +4.1% | +30.8% |
| 3Y | +52.0% | +245.2% | -193.2% | +34.5% |
| 5Y | +77.9% | -16.7% | +94.6% | +60.2% |
| All | +87.6% | 0.0% | +87.6% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling