+53.1%
MNST vs RRX
+4.1%
+49.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -4.1% | +4.3% | -8.4% | -4.3% |
| 30D | -4.5% | -8.0% | +3.5% | -4.2% |
| 3M | -2.5% | -22.0% | +19.6% | -1.6% |
| 6M | +14.1% | -11.9% | +26.0% | +14.3% |
| YTD | +12.6% | +17.1% | -4.5% | +11.9% |
| 1Y | +36.9% | +14.9% | +22.1% | +36.1% |
| 3Y | +53.1% | +6.9% | +46.2% | +59.5% |
| All | +53.1% | +4.1% | +49.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling