+240.4%
MNST vs RIO
+600.2%
-359.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -4.1% | +1.9% | -6.0% | -4.5% |
| 30D | -4.5% | +5.0% | -9.4% | -5.6% |
| 3M | -2.5% | +5.1% | -7.6% | -3.7% |
| 6M | +14.1% | +17.6% | -3.5% | +9.6% |
| YTD | +12.6% | +36.3% | -23.7% | +4.3% |
| 1Y | +36.9% | +71.2% | -34.2% | +20.3% |
| 3Y | +53.1% | +102.7% | -49.6% | +27.6% |
| 5Y | +78.2% | +99.6% | -21.3% | +45.2% |
| 10Y | +240.4% | +603.1% | -362.7% | +108.7% |
| All | +240.4% | +600.2% | -359.8% | +108.7% |
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