+313.1%
MNST vs RIO
+392.9%
-79.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | -5.0% | +4.4% | -9.4% | -5.8% |
| 30D | +4.6% | -8.9% | +13.4% | +6.6% |
| 3M | +1.0% | -12.7% | +13.7% | +3.8% |
| 6M | +5.8% | -16.2% | +22.0% | +9.2% |
| YTD | +19.1% | +13.4% | +5.7% | +14.5% |
| 1Y | +30.9% | +30.9% | 0.0% | +21.8% |
| 3Y | +65.7% | +60.2% | +5.5% | +45.1% |
| 5Y | +99.0% | +98.9% | 0.0% | +59.9% |
| 10Y | +313.1% | +381.4% | -68.4% | +180.4% |
| All | +313.1% | +392.9% | -79.8% | +180.4% |
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