+346.0%
MNST vs RJF
+323.5%
+22.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.7% | +1.5% | -6.2% | -5.2% |
| 30D | +5.2% | +6.7% | -1.5% | +3.2% |
| 3M | -0.9% | -7.3% | +6.5% | +1.2% |
| 6M | +6.1% | +9.8% | -3.6% | +2.8% |
| YTD | +18.9% | +5.6% | +13.2% | +15.8% |
| 1Y | +29.3% | +2.3% | +27.1% | +27.1% |
| 3Y | +64.9% | +73.6% | -8.7% | +33.3% |
| 5Y | +98.0% | +79.9% | +18.1% | +54.6% |
| All | +346.0% | +323.5% | +22.5% | +168.0% |
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