+303.0%
MNST vs PCAR
+296.2%
+6.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.6% | -4.6% | +11.2% | +8.3% |
| 3M | -2.9% | -22.6% | +19.7% | +5.4% |
| 6M | +18.4% | -12.0% | +30.4% | +22.8% |
| YTD | +19.3% | -6.1% | +25.4% | +20.6% |
| 1Y | +37.9% | +6.3% | +31.6% | +33.4% |
| 3Y | +62.9% | +31.8% | +31.1% | +40.2% |
| 5Y | +99.6% | +104.2% | -4.6% | +41.4% |
| All | +303.0% | +296.2% | +6.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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