+673,018.3%
MNST vs RL
+1,366.2%
+671,652.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | -7.2% | -7.8% | +0.5% | -5.6% |
| 3M | -1.0% | -4.0% | +3.0% | -0.3% |
| 6M | +11.5% | -1.9% | +13.4% | +11.2% |
| YTD | +14.3% | -0.2% | +14.5% | +13.4% |
| 1Y | +38.1% | +10.7% | +27.5% | +33.5% |
| 3Y | +55.0% | +210.8% | -155.8% | +14.7% |
| 5Y | +79.6% | +238.2% | -158.6% | +27.2% |
| 10Y | +241.8% | +313.4% | -71.6% | +113.3% |
| All | +673,018.3% | +1,366.2% | +671,652.1% | +327,677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling