+77.9%
MNST vs RRX
+16.5%
+61.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -3.6% | -0.7% | -2.8% | -3.5% |
| 30D | -6.3% | -8.0% | +1.7% | -5.5% |
| 3M | -5.0% | -25.1% | +20.1% | -2.6% |
| 6M | +13.1% | -18.3% | +31.4% | +14.4% |
| YTD | +11.8% | +14.2% | -2.4% | +8.5% |
| 1Y | +35.2% | +13.0% | +22.2% | +30.9% |
| 3Y | +52.0% | +4.2% | +47.8% | +45.5% |
| 5Y | +77.9% | +17.9% | +60.0% | +69.2% |
| All | +77.9% | +16.5% | +61.3% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling