+241.5%
MNST vs RUN
-31.9%
+273.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -6.5% | +1.3% | -7.7% | -6.6% |
| 30D | -7.2% | -15.3% | +8.0% | -6.4% |
| 3M | -1.0% | -40.0% | +39.0% | +1.7% |
| 6M | +11.5% | -27.0% | +38.4% | +12.9% |
| YTD | +14.3% | -51.7% | +66.0% | +17.8% |
| 1Y | +38.1% | -45.9% | +84.0% | +40.2% |
| 3Y | +55.0% | -43.8% | +98.7% | +44.9% |
| 5Y | +79.6% | -80.5% | +160.1% | +74.9% |
| 10Y | +241.8% | +45.3% | +196.5% | +176.5% |
| All | +241.5% | -31.9% | +273.4% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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