+245.6%
MNST vs ROL
+213.5%
+32.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.5% | -1.4% | -5.1% | -6.0% |
| 30D | -7.2% | -4.1% | -3.1% | -5.9% |
| 3M | -1.0% | -22.5% | +21.5% | +8.2% |
| 6M | +11.5% | -37.7% | +49.1% | +32.0% |
| YTD | +14.3% | -39.6% | +53.9% | +36.2% |
| 1Y | +38.1% | -36.0% | +74.1% | +60.5% |
| 3Y | +55.0% | -5.1% | +60.1% | +51.6% |
| 5Y | +79.6% | -3.4% | +83.0% | +70.0% |
| All | +245.6% | +213.5% | +32.0% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling