+70.4%
MNST vs PCAR
+34.2%
+36.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +3.2% | +2.2% | +1.0% | +2.9% |
| 30D | +10.6% | -4.4% | +15.0% | +11.3% |
| 3M | +1.3% | -21.4% | +22.7% | +4.7% |
| 6M | +26.2% | -7.3% | +33.5% | +27.4% |
| YTD | +24.8% | -3.8% | +28.5% | +25.4% |
| 1Y | +40.9% | +6.3% | +34.7% | +39.9% |
| All | +70.4% | +34.2% | +36.2% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling