+95.2%
RDDT vs MNST
+54.2%
+40.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | -33.7% | +5.1% | -38.8% | -34.0% |
| 3M | -37.7% | -0.5% | -37.3% | -37.8% |
| 6M | -36.1% | +8.1% | -44.3% | -36.5% |
| YTD | -57.2% | +21.2% | -78.4% | -57.9% |
| 1Y | -48.0% | +30.7% | -78.8% | -49.5% |
| All | +95.2% | +54.2% | +40.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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