+903.2%
MNST vs PBF
+265.5%
+637.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | -3.4% | -13.8% | +10.3% | -2.7% |
| 30D | +6.6% | -19.6% | +26.2% | +7.8% |
| 3M | -2.9% | +10.3% | -13.1% | -3.7% |
| 6M | +18.4% | +63.4% | -45.0% | +14.5% |
| YTD | +19.3% | +152.6% | -133.4% | +11.5% |
| 1Y | +37.9% | +87.4% | -49.5% | +31.2% |
| 3Y | +62.9% | +63.3% | -0.4% | +53.6% |
| 5Y | +99.6% | +412.5% | -312.9% | +68.6% |
| 10Y | +305.7% | +282.5% | +23.2% | +212.5% |
| All | +903.2% | +265.5% | +637.7% | +576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling