+303.0%
MNST vs RY
+360.6%
-57.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.8% |
| 7D | -3.4% | -0.9% | -2.5% | -2.9% |
| 30D | +6.6% | +5.9% | +0.8% | +3.6% |
| 3M | -2.9% | -4.3% | +1.4% | -0.9% |
| 6M | +18.4% | +12.1% | +6.3% | +11.3% |
| YTD | +19.3% | +20.3% | -1.0% | +7.8% |
| 1Y | +37.9% | +41.0% | -3.1% | +14.6% |
| 3Y | +62.9% | +157.5% | -94.7% | -3.8% |
| 5Y | +99.6% | +123.2% | -23.6% | +26.5% |
| All | +303.0% | +360.6% | -57.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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