+89.5%
MNST vs PCOR
-30.9%
+120.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.2% |
| 7D | -6.5% | -9.0% | +2.5% | -5.7% |
| 30D | -7.2% | +4.2% | -11.4% | -7.6% |
| 3M | -1.0% | +14.4% | -15.4% | -2.5% |
| 6M | +11.5% | +0.2% | +11.3% | +10.7% |
| YTD | +14.3% | -20.3% | +34.6% | +15.9% |
| 1Y | +38.1% | -16.1% | +54.3% | +38.8% |
| 3Y | +55.0% | -14.7% | +69.7% | +51.9% |
| 5Y | +79.6% | -43.2% | +122.8% | +73.3% |
| All | +89.5% | -30.9% | +120.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling