+248.7%
MNST vs PBR
+703.7%
-455.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -2.2% | +4.2% | -6.5% | -2.8% |
| 30D | -5.4% | +22.7% | -28.1% | -7.8% |
| 3M | -5.5% | +21.5% | -27.0% | -8.0% |
| 6M | +12.4% | +24.0% | -11.6% | +8.8% |
| YTD | +12.4% | +88.2% | -75.8% | +2.9% |
| 1Y | +37.2% | +74.8% | -37.7% | +26.6% |
| 3Y | +52.9% | +105.1% | -52.2% | +36.1% |
| 5Y | +79.7% | +572.2% | -492.6% | +28.7% |
| All | +248.7% | +703.7% | -455.1% | +121.6% |
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