+160.2%
MNST vs RVMD
+584.4%
-424.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.4% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +3.9% | +1.7% | +2.2% | +3.7% |
| 3M | -0.8% | -6.7% | +5.9% | -0.6% |
| 6M | +5.1% | +36.1% | -31.1% | +2.7% |
| YTD | +18.3% | +142.4% | -124.1% | +9.9% |
| 1Y | +29.5% | +207.8% | -178.3% | +18.2% |
| 3Y | +64.0% | +879.5% | -815.5% | +35.4% |
| 5Y | +97.2% | +509.0% | -411.8% | +60.8% |
| All | +160.2% | +584.4% | -424.1% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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