+572,080.2%
MNST vs RJF
+45,668.0%
+526,412.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | -3.4% | +3.6% | -7.0% | -4.1% |
| 30D | +6.6% | +3.5% | +3.1% | +5.8% |
| 3M | -2.9% | -8.9% | +6.0% | -1.0% |
| 6M | +18.4% | +2.9% | +15.6% | +17.5% |
| YTD | +19.3% | +2.8% | +16.4% | +17.9% |
| 1Y | +37.9% | +2.7% | +35.2% | +36.2% |
| 3Y | +62.9% | +69.3% | -6.4% | +42.6% |
| 5Y | +99.6% | +75.0% | +24.6% | +71.5% |
| 10Y | +305.7% | +378.5% | -72.8% | +174.6% |
| All | +572,080.2% | +45,668.0% | +526,412.2% | +445,196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling