+568,075.4%
MNST vs RJF
+46,882.4%
+521,193.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -6.9% | -0.9% | -5.9% | -6.7% |
| 30D | +3.7% | +5.3% | -1.6% | +2.6% |
| 3M | -0.3% | -6.8% | +6.6% | +1.1% |
| 6M | +5.1% | +11.4% | -6.3% | +2.4% |
| YTD | +18.4% | +5.5% | +12.9% | +16.4% |
| 1Y | +26.3% | +3.7% | +22.6% | +24.5% |
| 3Y | +64.3% | +73.4% | -9.2% | +43.1% |
| 5Y | +96.8% | +78.3% | +18.5% | +68.5% |
| 10Y | +333.2% | +328.4% | +4.8% | +199.8% |
| All | +568,075.4% | +46,882.4% | +521,193.1% | +439,565.4% |
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