+248.4%
MNST vs RNG
+215.2%
+33.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.6% | -4.1% | +0.5% | -3.2% |
| 30D | -6.3% | +8.6% | -14.9% | -7.2% |
| 3M | -5.0% | +78.0% | -82.9% | -11.1% |
| 6M | +13.1% | +67.0% | -53.9% | +5.9% |
| YTD | +11.8% | +142.4% | -130.7% | -0.7% |
| 1Y | +35.2% | +120.4% | -85.2% | +21.1% |
| 3Y | +52.0% | +122.1% | -70.1% | +32.2% |
| 5Y | +77.9% | -69.8% | +147.7% | +93.1% |
| 10Y | +248.4% | +223.4% | +25.0% | +195.3% |
| All | +248.4% | +215.2% | +33.2% | +195.3% |
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