+354.7%
MNST vs RNG
+234.5%
+120.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.0% |
| 7D | +1.6% | +4.6% | -3.0% | +1.2% |
| 30D | +5.1% | +0.4% | +4.6% | +4.9% |
| 3M | -0.5% | +11.4% | -11.9% | -1.9% |
| 6M | +8.1% | +95.7% | -87.5% | -0.2% |
| YTD | +21.2% | +162.9% | -141.7% | +6.6% |
| 1Y | +30.7% | +180.3% | -149.5% | +14.0% |
| 3Y | +67.3% | +188.3% | -121.0% | +41.0% |
| 5Y | +101.9% | -72.5% | +174.4% | +123.7% |
| All | +354.7% | +234.5% | +120.3% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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