+62.9%
MNST vs RIG
-24.1%
+86.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.2% | -4.5% |
| 7D | -3.4% | -24.5% | +21.1% | -3.0% |
| 30D | +6.6% | -2.8% | +9.4% | +6.6% |
| 3M | -2.9% | +1.6% | -4.4% | -3.1% |
| 6M | +18.4% | -15.9% | +34.3% | +18.7% |
| YTD | +19.3% | +26.9% | -7.6% | +18.5% |
| 1Y | +37.9% | +34.4% | +3.5% | +36.8% |
| 3Y | +62.9% | -21.2% | +84.1% | +60.4% |
| All | +62.9% | -24.1% | +86.9% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling