+346.0%
MNST vs PBR
+576.8%
-230.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.3% |
| 30D | +5.2% | -29.0% | +34.2% | +9.2% |
| 3M | -0.9% | +4.9% | -5.8% | -2.0% |
| 6M | +6.1% | -8.4% | +14.6% | +6.5% |
| YTD | +18.9% | +59.4% | -40.5% | +10.7% |
| 1Y | +29.3% | +45.5% | -16.2% | +21.7% |
| 3Y | +64.9% | +67.4% | -2.5% | +50.3% |
| 5Y | +98.0% | +453.0% | -355.0% | +46.0% |
| All | +346.0% | +576.8% | -230.8% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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