+152.2%
MNST vs RPRX
+66.6%
+85.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +5.1% | -11.6% | -7.4% |
| 30D | -7.2% | +11.2% | -18.4% | -9.2% |
| 3M | -1.0% | +16.7% | -17.7% | -4.2% |
| 6M | +11.5% | +36.0% | -24.5% | +4.6% |
| YTD | +14.3% | +67.8% | -53.5% | +2.7% |
| 1Y | +38.1% | +76.7% | -38.6% | +22.4% |
| 3Y | +55.0% | +128.1% | -73.1% | +29.5% |
| 5Y | +79.6% | +82.9% | -3.2% | +56.6% |
| All | +152.2% | +66.6% | +85.6% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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