+65.7%
MNST vs RJF
+74.9%
-9.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.6% |
| 7D | -5.0% | +3.4% | -8.3% | -5.4% |
| 30D | +4.6% | +5.9% | -1.4% | +3.8% |
| 3M | +1.0% | -4.6% | +5.7% | +1.5% |
| 6M | +5.8% | +9.5% | -3.7% | +4.6% |
| YTD | +19.1% | +6.0% | +13.1% | +17.7% |
| 1Y | +30.9% | +4.3% | +26.6% | +29.6% |
| 3Y | +65.7% | +76.6% | -10.9% | +59.7% |
| All | +65.7% | +74.9% | -9.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling