+248.4%
MNST vs RJF
+428.4%
-180.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -6.3% | -2.0% | -4.3% | -5.8% |
| 3M | -5.0% | +16.3% | -21.3% | -9.2% |
| 6M | +13.1% | +16.9% | -3.8% | +7.7% |
| YTD | +11.8% | +10.4% | +1.3% | +7.7% |
| 1Y | +35.2% | +7.4% | +27.8% | +31.1% |
| 3Y | +52.0% | +72.2% | -20.2% | +24.2% |
| 5Y | +77.9% | +105.1% | -27.3% | +34.3% |
| 10Y | +248.4% | +430.9% | -182.5% | +110.5% |
| All | +248.4% | +428.4% | -180.0% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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