+96.8%
MNST vs ROL
+14.4%
+82.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.9% | +0.8% | -7.6% | -7.1% |
| 30D | +3.7% | +20.6% | -16.8% | -1.9% |
| 3M | -0.3% | +4.5% | -4.8% | -1.8% |
| 6M | +5.1% | -26.5% | +31.6% | +14.9% |
| YTD | +18.4% | -34.8% | +53.3% | +33.8% |
| 1Y | +26.3% | -33.2% | +59.5% | +41.3% |
| 3Y | +64.3% | +4.5% | +59.8% | +55.3% |
| 5Y | +96.8% | +15.5% | +81.3% | +71.7% |
| All | +96.8% | +14.4% | +82.4% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling