+333.2%
MNST vs PBF
+261.5%
+71.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | -6.9% | -4.0% | -2.9% | -6.7% |
| 30D | +3.7% | -18.0% | +21.7% | +4.7% |
| 3M | -0.3% | +0.9% | -1.2% | -0.6% |
| 6M | +5.1% | +65.7% | -60.6% | +1.8% |
| YTD | +18.4% | +161.9% | -143.4% | +11.0% |
| 1Y | +26.3% | +77.8% | -51.5% | +21.0% |
| 3Y | +64.3% | +74.9% | -10.6% | +54.9% |
| 5Y | +96.8% | +423.4% | -326.6% | +67.5% |
| 10Y | +333.2% | +255.2% | +78.1% | +256.2% |
| All | +333.2% | +261.5% | +71.7% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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