+160.6%
MNST vs RVMD
+540.6%
-380.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.5% |
| 7D | -6.9% | -9.5% | +2.6% | -6.4% |
| 30D | +3.7% | -6.8% | +10.6% | +4.1% |
| 3M | -0.3% | -12.1% | +11.8% | +0.3% |
| 6M | +5.1% | +25.4% | -20.3% | +3.2% |
| YTD | +18.4% | +126.9% | -108.4% | +10.5% |
| 1Y | +26.3% | +182.0% | -155.7% | +15.9% |
| 3Y | +64.3% | +816.8% | -752.5% | +36.1% |
| 5Y | +96.8% | +464.0% | -367.2% | +61.3% |
| All | +160.6% | +540.6% | -380.0% | +96.4% |
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