+54.7%
MNST vs RIO
+100.4%
-45.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -7.2% | +4.0% | -11.2% | -7.7% |
| 3M | -1.0% | +0.1% | -1.1% | -1.1% |
| 6M | +11.5% | +12.7% | -1.2% | +9.4% |
| YTD | +14.3% | +35.6% | -21.3% | +9.7% |
| 1Y | +38.1% | +73.7% | -35.6% | +28.0% |
| All | +54.7% | +100.4% | -45.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling