+168,166.6%
MNST vs PBR
+1,797.5%
+166,369.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -6.5% | +8.6% | -15.1% | -7.7% |
| 30D | -7.2% | +12.8% | -20.0% | -9.0% |
| 3M | -1.0% | +14.7% | -15.7% | -3.3% |
| 6M | +11.5% | +25.2% | -13.7% | +7.0% |
| YTD | +14.3% | +77.1% | -62.8% | +3.8% |
| 1Y | +38.1% | +69.6% | -31.4% | +26.1% |
| 3Y | +55.0% | +95.6% | -40.6% | +36.1% |
| 5Y | +79.6% | +501.8% | -422.1% | +26.9% |
| 10Y | +241.8% | +640.6% | -398.8% | +110.1% |
| All | +168,166.6% | +1,797.5% | +166,369.1% | +98,259.0% |
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