+77.9%
MNST vs PBR
+566.8%
-489.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | -6.3% | +17.5% | -23.8% | -6.7% |
| 3M | -5.0% | +20.9% | -25.9% | -5.5% |
| 6M | +13.1% | +20.2% | -7.1% | +12.4% |
| YTD | +11.8% | +84.3% | -72.5% | +8.9% |
| 1Y | +35.2% | +77.1% | -41.9% | +32.0% |
| 3Y | +52.0% | +100.8% | -48.8% | +46.8% |
| 5Y | +77.9% | +556.1% | -478.3% | +53.1% |
| All | +77.9% | +566.8% | -489.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling