+36.9%
MNST vs PBF
+176.6%
-139.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.4% |
| 7D | -4.1% | +2.4% | -6.5% | -4.0% |
| 30D | -4.5% | +24.9% | -29.4% | -3.7% |
| 3M | -2.5% | +81.9% | -84.3% | +0.1% |
| 6M | +14.1% | +79.4% | -65.2% | +17.1% |
| YTD | +12.6% | +188.3% | -175.7% | +16.1% |
| 1Y | +36.9% | +177.3% | -140.3% | +42.1% |
| All | +36.9% | +176.6% | -139.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling