+303.0%
MNST vs PH
+759.6%
-456.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.2% |
| 7D | -3.4% | +2.0% | -5.4% | -4.1% |
| 30D | +6.6% | -3.7% | +10.3% | +7.4% |
| 3M | -2.9% | -14.0% | +11.1% | +0.8% |
| 6M | +18.4% | +2.1% | +16.3% | +16.8% |
| YTD | +19.3% | +5.1% | +14.2% | +16.3% |
| 1Y | +37.9% | +10.9% | +27.0% | +32.3% |
| 3Y | +62.9% | +132.9% | -70.1% | +19.7% |
| 5Y | +99.6% | +200.1% | -100.5% | +31.3% |
| All | +303.0% | +759.6% | -456.6% | +117.6% |
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