+151.5%
MNST vs RVMD
+644.5%
-493.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -6.5% | +1.0% | -7.5% | -6.5% |
| 30D | -7.2% | +6.4% | -13.7% | -7.6% |
| 3M | -1.0% | +34.9% | -35.9% | -3.0% |
| 6M | +11.5% | +107.6% | -96.1% | +5.5% |
| YTD | +14.3% | +163.7% | -149.4% | +5.9% |
| 1Y | +38.1% | +439.2% | -401.1% | +21.1% |
| 3Y | +55.0% | +499.2% | -444.2% | +31.9% |
| 5Y | +79.6% | +621.7% | -542.1% | +44.7% |
| All | +151.5% | +644.5% | -493.0% | +88.2% |
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