+84.2%
MNST vs PBF
+772.7%
-688.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -6.5% | +4.3% | -10.8% | -6.5% |
| 30D | -7.2% | +22.0% | -29.2% | -7.4% |
| 3M | -1.0% | +74.5% | -75.5% | -1.4% |
| 6M | +11.5% | +67.7% | -56.2% | +11.0% |
| YTD | +14.3% | +179.2% | -164.9% | +12.9% |
| 1Y | +38.1% | +170.0% | -131.9% | +36.3% |
| 3Y | +55.0% | +66.4% | -11.4% | +52.6% |
| All | +84.2% | +772.7% | -688.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling