+933.8%
MNST vs RNG
+320.7%
+613.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.1% |
| 7D | -3.4% | -11.3% | +7.9% | -2.3% |
| 30D | +6.6% | -5.7% | +12.3% | +7.1% |
| 3M | -2.9% | +16.8% | -19.7% | -4.7% |
| 6M | +18.4% | +58.5% | -40.0% | +11.8% |
| YTD | +19.3% | +151.3% | -132.0% | +5.6% |
| 1Y | +37.9% | +169.0% | -131.1% | +21.1% |
| 3Y | +62.9% | +156.9% | -94.0% | +39.7% |
| 5Y | +99.6% | -69.0% | +168.6% | +111.6% |
| 10Y | +305.7% | +262.0% | +43.7% | +223.2% |
| All | +933.8% | +320.7% | +613.1% | +707.7% |
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