+81.0%
MNST vs RJF
+107.7%
-26.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -7.2% | -1.3% | -6.0% | -7.0% |
| 3M | -1.0% | +18.9% | -19.9% | -5.0% |
| 6M | +11.5% | +15.0% | -3.5% | +7.6% |
| YTD | +14.3% | +12.2% | +2.1% | +10.6% |
| 1Y | +38.1% | +5.6% | +32.5% | +35.4% |
| 3Y | +55.0% | +74.9% | -19.9% | +28.9% |
| All | +81.0% | +107.7% | -26.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling