+333.2%
MNST vs RIG
-48.7%
+382.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | 0.0% |
| 7D | -6.9% | -2.6% | -4.3% | -6.8% |
| 30D | +3.7% | -5.2% | +8.9% | +3.9% |
| 3M | -0.3% | -8.6% | +8.3% | 0.0% |
| 6M | +5.1% | -18.9% | +24.0% | +5.8% |
| YTD | +18.4% | +28.6% | -10.1% | +16.3% |
| 1Y | +26.3% | +25.5% | +0.7% | +24.0% |
| 3Y | +64.3% | -20.2% | +84.4% | +62.5% |
| 5Y | +96.8% | +53.9% | +42.9% | +82.2% |
| 10Y | +333.2% | -48.8% | +382.0% | +279.9% |
| All | +333.2% | -48.7% | +382.0% | +279.9% |
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