+354.7%
MNST vs PCAR
+288.5%
+66.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +1.6% | +4.9% | -3.3% | 0.0% |
| 30D | +5.1% | -1.4% | +6.5% | +5.5% |
| 3M | -0.5% | -18.1% | +17.7% | +6.2% |
| 6M | +8.1% | -4.0% | +12.1% | +9.0% |
| YTD | +21.2% | -1.5% | +22.7% | +20.5% |
| 1Y | +30.7% | +13.2% | +17.5% | +23.7% |
| 3Y | +67.3% | +35.8% | +31.5% | +42.3% |
| 5Y | +101.9% | +114.6% | -12.8% | +39.4% |
| All | +354.7% | +288.5% | +66.2% | +152.3% |
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