+572,080.2%
MNST vs ROL
+9,562.4%
+562,517.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.9% |
| 7D | -3.4% | +9.5% | -12.9% | -5.6% |
| 30D | +6.6% | +22.9% | -16.3% | +1.1% |
| 3M | -2.9% | +3.5% | -6.4% | -4.0% |
| 6M | +18.4% | -29.4% | +47.8% | +28.5% |
| YTD | +19.3% | -36.1% | +55.3% | +32.4% |
| 1Y | +37.9% | -34.4% | +72.3% | +52.0% |
| 3Y | +62.9% | +4.0% | +58.9% | +58.4% |
| 5Y | +99.6% | +13.2% | +86.4% | +88.1% |
| 10Y | +305.7% | +219.7% | +86.0% | +196.6% |
| All | +572,080.2% | +9,562.4% | +562,517.8% | +458,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling