+267.4%
RTX vs MNST
+344.7%
-77.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.5% |
| 7D | +4.8% | +1.6% | +3.2% | +4.2% |
| 30D | +6.5% | +5.1% | +1.4% | +4.6% |
| 3M | -9.6% | -0.5% | -9.2% | -9.7% |
| 6M | +12.3% | +8.1% | +4.2% | +8.7% |
| YTD | +9.5% | +21.2% | -11.7% | +0.9% |
| 1Y | +15.8% | +30.7% | -14.9% | +3.8% |
| 3Y | +157.0% | +67.3% | +89.7% | +105.0% |
| 5Y | +148.8% | +101.9% | +46.9% | +78.5% |
| All | +267.4% | +344.7% | -77.3% | +109.3% |
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