+890.8%
MNST vs RNG
+327.7%
+563.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -6.5% | +5.8% | -12.3% | -7.1% |
| 30D | -7.2% | +19.6% | -26.8% | -9.0% |
| 3M | -1.0% | +67.0% | -68.0% | -6.7% |
| 6M | +11.5% | +88.4% | -76.9% | +3.1% |
| YTD | +14.3% | +155.5% | -141.2% | +1.3% |
| 1Y | +38.1% | +141.7% | -103.6% | +22.8% |
| 3Y | +55.0% | +131.1% | -76.1% | +34.8% |
| 5Y | +79.6% | -70.6% | +150.2% | +91.9% |
| 10Y | +241.8% | +228.2% | +13.6% | +175.5% |
| All | +890.8% | +327.7% | +563.1% | +674.7% |
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