+241.7%
MNST vs RY
+373.9%
-132.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -6.5% | +3.1% | -9.6% | -8.0% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | -1.0% | +8.7% | -9.7% | -5.3% |
| 6M | +11.5% | +28.5% | -17.0% | -2.3% |
| YTD | +14.3% | +25.1% | -10.8% | +1.3% |
| 1Y | +38.1% | +46.3% | -8.2% | +12.6% |
| 3Y | +55.0% | +154.9% | -100.0% | -8.0% |
| 5Y | +79.6% | +140.3% | -60.7% | +9.1% |
| All | +241.7% | +373.9% | -132.2% | +40.9% |
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