+78.2%
MNST vs RNG
-70.8%
+149.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | -1.2% |
| 7D | -4.1% | -0.8% | -3.3% | -4.1% |
| 30D | -4.5% | +11.4% | -15.9% | -5.3% |
| 3M | -2.5% | +72.1% | -74.5% | -6.9% |
| 6M | +14.1% | +67.9% | -53.8% | +8.6% |
| YTD | +12.6% | +144.3% | -131.8% | +2.9% |
| 1Y | +36.9% | +117.5% | -80.6% | +26.2% |
| 3Y | +53.1% | +123.9% | -70.8% | +37.4% |
| 5Y | +78.2% | -70.1% | +148.3% | +94.5% |
| All | +78.2% | -70.8% | +149.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling