+245.6%
MNST vs RVTY
+149.2%
+96.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | +1.1% | -7.6% | -6.8% |
| 30D | -7.2% | +13.2% | -20.4% | -10.5% |
| 3M | -1.0% | +27.2% | -28.3% | -7.9% |
| 6M | +11.5% | +32.4% | -20.9% | +1.9% |
| YTD | +14.3% | +34.9% | -20.6% | +3.3% |
| 1Y | +38.1% | +52.4% | -14.2% | +19.5% |
| 3Y | +55.0% | +12.3% | +42.7% | +42.5% |
| 5Y | +79.6% | -30.8% | +110.4% | +93.6% |
| All | +245.6% | +149.2% | +96.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling