+64.1%
MNST vs RGEN
+14.3%
+49.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | -4.7% | -1.2% | -3.6% | -4.7% |
| 30D | +5.2% | -5.1% | +10.3% | +5.4% |
| 3M | -0.9% | +0.5% | -1.4% | -1.2% |
| 6M | +6.1% | +46.6% | -40.4% | +3.3% |
| YTD | +18.9% | +1.6% | +17.2% | +18.2% |
| 1Y | +29.3% | +5.4% | +23.9% | +28.2% |
| All | +64.1% | +14.3% | +49.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling