+178,304.1%
MNST vs PBR
+1,629.6%
+176,674.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.8% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | +5.1% | -29.3% | +34.4% | +10.3% |
| 3M | -0.5% | +5.5% | -6.0% | -1.9% |
| 6M | +8.1% | -2.9% | +11.0% | +7.7% |
| YTD | +21.2% | +61.5% | -40.3% | +11.0% |
| 1Y | +30.7% | +46.9% | -16.1% | +21.4% |
| 3Y | +67.3% | +66.4% | +0.9% | +50.1% |
| 5Y | +101.9% | +460.3% | -358.4% | +44.0% |
| 10Y | +343.3% | +564.6% | -221.3% | +176.4% |
| All | +178,304.1% | +1,629.6% | +176,674.5% | +105,105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling