+548,301.9%
MNST vs PCAR
+15,337.6%
+532,964.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | -7.2% | -6.2% | -1.0% | -5.7% |
| 3M | -1.0% | +5.9% | -6.9% | -2.7% |
| 6M | +11.5% | +0.4% | +11.1% | +10.9% |
| YTD | +14.3% | +14.8% | -0.5% | +9.6% |
| 1Y | +38.1% | +30.1% | +8.0% | +27.8% |
| 3Y | +55.0% | +66.7% | -11.7% | +32.0% |
| 5Y | +79.6% | +166.1% | -86.5% | +34.2% |
| 10Y | +241.8% | +353.7% | -111.9% | +118.7% |
| All | +548,301.9% | +15,337.6% | +532,964.3% | +193,605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling