+53.1%
RGTI vs MNST
+76.2%
-23.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | -16.2% | -5.4% | -10.8% | -15.1% |
| 3M | -22.0% | -5.5% | -16.5% | -21.3% |
| 6M | -10.8% | +12.4% | -23.1% | -15.7% |
| YTD | -31.6% | +12.4% | -44.0% | -35.5% |
| 1Y | -6.4% | +37.2% | -43.5% | -19.0% |
| 3Y | +665.7% | +52.9% | +612.8% | +529.7% |
| 5Y | +55.6% | +79.7% | -24.0% | +3.8% |
| All | +53.1% | +76.2% | -23.1% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling