+313.1%
MNST vs RL
+397.7%
-84.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.3% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +4.6% | +7.3% | -2.8% | +3.0% |
| 3M | +1.0% | +1.0% | 0.0% | +0.6% |
| 6M | +5.8% | +11.8% | -6.0% | +2.9% |
| YTD | +19.1% | +13.6% | +5.4% | +15.1% |
| 1Y | +30.9% | +24.0% | +6.9% | +24.3% |
| 3Y | +65.7% | +256.6% | -190.9% | +22.9% |
| 5Y | +99.0% | +240.2% | -141.3% | +45.6% |
| 10Y | +313.1% | +373.0% | -59.9% | +170.2% |
| All | +313.1% | +397.7% | -84.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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