+346.0%
MNST vs PH
+700.5%
-354.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -4.7% | +7.4% | -12.1% | -6.6% |
| 30D | +5.2% | +0.5% | +4.7% | +4.8% |
| 3M | -0.9% | -10.2% | +9.4% | +1.7% |
| 6M | +6.1% | +8.9% | -2.8% | +2.8% |
| YTD | +18.9% | +9.7% | +9.2% | +14.4% |
| 1Y | +29.3% | +12.8% | +16.5% | +23.4% |
| 3Y | +64.9% | +134.6% | -69.7% | +20.6% |
| 5Y | +98.0% | +204.5% | -106.5% | +29.1% |
| All | +346.0% | +700.5% | -354.5% | +103.0% |
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