+313.1%
MNST vs RRC
+63.1%
+250.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -5.0% | -10.3% | +5.4% | -4.4% |
| 30D | +4.6% | +19.5% | -14.9% | +3.4% |
| 3M | +1.0% | +27.9% | -26.9% | -0.6% |
| 6M | +5.8% | +21.2% | -15.4% | +4.3% |
| YTD | +19.1% | +39.6% | -20.5% | +16.2% |
| 1Y | +30.9% | +31.3% | -0.4% | +28.2% |
| 3Y | +65.7% | +51.9% | +13.8% | +59.8% |
| 5Y | +99.0% | +110.2% | -11.2% | +84.3% |
| 10Y | +313.1% | +56.7% | +256.4% | +239.0% |
| All | +313.1% | +63.1% | +250.0% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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