+702,204.2%
MNST vs RL
+1,476.5%
+700,727.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | -3.4% | -4.2% | +0.7% | -2.5% |
| 30D | +6.6% | +4.3% | +2.4% | +5.6% |
| 3M | -2.9% | -4.6% | +1.7% | -2.0% |
| 6M | +18.4% | +1.7% | +16.7% | +17.2% |
| YTD | +19.3% | +7.3% | +11.9% | +16.2% |
| 1Y | +37.9% | +20.8% | +17.1% | +30.7% |
| 3Y | +62.9% | +247.0% | -184.1% | +17.4% |
| 5Y | +99.6% | +225.5% | -125.9% | +42.9% |
| 10Y | +305.7% | +363.0% | -57.3% | +146.5% |
| All | +702,204.2% | +1,476.5% | +700,727.7% | +335,879.4% |
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