+245.6%
MNST vs PH
+808.0%
-562.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | -3.1% | -3.4% | -5.7% |
| 30D | -7.2% | -3.2% | -4.0% | -6.5% |
| 3M | -1.0% | +10.6% | -11.6% | -4.1% |
| 6M | +11.5% | -2.1% | +13.6% | +11.5% |
| YTD | +14.3% | +10.2% | +4.1% | +10.4% |
| 1Y | +38.1% | +28.2% | +9.9% | +27.2% |
| 3Y | +55.0% | +134.9% | -79.9% | +14.0% |
| 5Y | +79.6% | +253.6% | -174.0% | +12.4% |
| All | +245.6% | +808.0% | -562.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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