+64.1%
MNST vs PBF
+79.2%
-15.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.4% |
| 7D | -4.7% | +4.3% | -9.0% | -4.7% |
| 30D | +5.2% | -21.8% | +27.0% | +5.2% |
| 3M | -0.9% | +1.7% | -2.6% | -0.9% |
| 6M | +6.1% | +69.8% | -63.7% | +5.9% |
| YTD | +18.9% | +167.7% | -148.9% | +17.1% |
| 1Y | +29.3% | +89.0% | -59.6% | +28.5% |
| All | +64.1% | +79.2% | -15.1% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling