+240.4%
MNST vs RIG
-42.7%
+283.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -4.1% | -2.7% | -1.4% | -4.0% |
| 30D | -4.5% | +9.5% | -14.0% | -5.0% |
| 3M | -2.5% | -6.6% | +4.2% | -2.3% |
| 6M | +14.1% | -2.9% | +17.0% | +14.0% |
| YTD | +12.6% | +39.5% | -26.9% | +10.3% |
| 1Y | +36.9% | +82.3% | -45.3% | +32.1% |
| 3Y | +53.1% | -29.6% | +82.7% | +52.7% |
| 5Y | +78.2% | +63.2% | +15.1% | +64.6% |
| 10Y | +240.4% | -45.0% | +285.4% | +188.7% |
| All | +240.4% | -42.7% | +283.1% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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