-16.7%
RKT vs MNST
+120.4%
-137.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +4.0% |
| 7D | +17.7% | -3.4% | +21.1% | +19.8% |
| 30D | +31.6% | +6.6% | +25.0% | +27.3% |
| 3M | +13.9% | -2.9% | +16.8% | +15.3% |
| 6M | +2.8% | +18.4% | -15.6% | -6.5% |
| YTD | -22.2% | +19.3% | -41.5% | -29.6% |
| 1Y | -3.5% | +37.9% | -41.4% | -18.9% |
| 3Y | +95.3% | +62.9% | +32.4% | +46.8% |
| 5Y | -0.4% | +99.6% | -100.0% | -37.1% |
| All | -16.7% | +120.4% | -137.1% | -52.7% |
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