+925.2%
MNST vs RNG
+328.0%
+597.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -3.9% | -6.0% | +2.1% | -3.3% |
| 30D | +3.9% | -7.4% | +11.2% | +4.5% |
| 3M | -0.8% | +14.6% | -15.4% | -2.5% |
| 6M | +5.1% | +61.5% | -56.4% | -1.0% |
| YTD | +18.3% | +155.7% | -137.4% | +4.6% |
| 1Y | +29.5% | +172.5% | -143.0% | +13.6% |
| 3Y | +64.0% | +168.0% | -104.0% | +40.1% |
| 5Y | +97.2% | -73.8% | +171.0% | +114.2% |
| 10Y | +328.4% | +240.3% | +88.2% | +243.5% |
| All | +925.2% | +328.0% | +597.2% | +699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling