+267.0%
RTX vs MNST
+336.2%
-69.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | +3.4% | -4.7% | +8.1% | +5.0% |
| 30D | +8.4% | +5.2% | +3.2% | +6.4% |
| 3M | -10.7% | -0.9% | -9.8% | -10.6% |
| 6M | +11.7% | +6.1% | +5.6% | +8.8% |
| YTD | +9.3% | +18.9% | -9.5% | +1.5% |
| 1Y | +13.3% | +29.3% | -16.0% | +1.9% |
| 3Y | +156.1% | +64.9% | +91.3% | +105.3% |
| 5Y | +148.5% | +98.0% | +50.5% | +79.5% |
| All | +267.0% | +336.2% | -69.2% | +110.5% |
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 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