+333.2%
MNST vs PH
+725.6%
-392.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -6.9% | +6.9% | -13.8% | -8.6% |
| 30D | +3.7% | +1.7% | +2.1% | +3.0% |
| 3M | -0.3% | -8.1% | +7.9% | +1.7% |
| 6M | +5.1% | +11.5% | -6.4% | +1.1% |
| YTD | +18.4% | +11.4% | +7.1% | +13.5% |
| 1Y | +26.3% | +14.1% | +12.2% | +20.1% |
| 3Y | +64.3% | +138.2% | -74.0% | +19.7% |
| 5Y | +96.8% | +216.0% | -119.2% | +26.9% |
| 10Y | +333.2% | +710.0% | -376.8% | +96.2% |
| All | +333.2% | +725.6% | -392.4% | +96.2% |
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