+97.7%
MNST vs PCOR
-10.3%
+108.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.4% |
| 7D | -3.4% | +22.7% | -26.1% | -5.3% |
| 30D | +6.6% | +37.5% | -30.8% | +3.4% |
| 3M | -2.9% | +35.2% | -38.1% | -5.8% |
| 6M | +18.4% | +42.2% | -23.8% | +14.0% |
| YTD | +19.3% | +3.6% | +15.7% | +17.8% |
| 1Y | +37.9% | -4.8% | +42.7% | +37.4% |
| 3Y | +62.9% | +48.3% | +14.5% | +49.6% |
| 5Y | +99.6% | -20.1% | +119.7% | +87.3% |
| All | +97.7% | -10.3% | +108.0% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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