+29.5%
MNST vs RNG
+171.5%
-142.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -3.9% | -6.0% | +2.1% | -3.8% |
| 30D | +3.9% | -7.4% | +11.2% | +3.9% |
| 3M | -0.8% | +14.6% | -15.4% | -1.1% |
| 6M | +5.1% | +61.5% | -56.4% | +4.3% |
| YTD | +18.3% | +155.7% | -137.4% | +17.2% |
| 1Y | +29.5% | +172.5% | -143.0% | +28.6% |
| All | +29.5% | +171.5% | -142.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling