+333.2%
MNST vs RMD
+349.2%
-16.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -6.9% | -0.8% | -6.0% | -6.6% |
| 30D | +3.7% | +1.7% | +2.1% | +3.0% |
| 3M | -0.3% | +6.4% | -6.7% | -2.3% |
| 6M | +5.1% | +20.7% | -15.6% | -1.1% |
| YTD | +18.4% | -0.2% | +18.6% | +17.1% |
| 1Y | +26.3% | -4.5% | +30.8% | +26.3% |
| 3Y | +64.3% | +70.5% | -6.3% | +30.9% |
| 5Y | +96.8% | -1.6% | +98.4% | +85.7% |
| 10Y | +333.2% | +342.7% | -9.5% | +180.7% |
| All | +333.2% | +349.2% | -16.0% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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