+354.7%
MNST vs RIO
+354.4%
+0.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | -0.9% | +2.6% | +1.8% |
| 30D | +5.1% | -9.1% | +14.2% | +7.1% |
| 3M | -0.5% | -13.7% | +13.2% | +2.5% |
| 6M | +8.1% | -24.3% | +32.5% | +14.3% |
| YTD | +21.2% | +8.9% | +12.3% | +17.6% |
| 1Y | +30.7% | +22.7% | +8.1% | +23.3% |
| 3Y | +67.3% | +51.2% | +16.1% | +48.2% |
| 5Y | +101.9% | +88.1% | +13.8% | +64.1% |
| All | +354.7% | +354.4% | +0.3% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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