+62.9%
MNST vs PH
+135.3%
-72.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.5% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | +6.6% | -3.7% | +10.3% | +6.8% |
| 3M | -2.9% | -14.0% | +11.1% | -2.2% |
| 6M | +18.4% | +2.1% | +16.3% | +18.1% |
| YTD | +19.3% | +5.1% | +14.2% | +18.9% |
| 1Y | +37.9% | +10.9% | +27.0% | +37.2% |
| 3Y | +62.9% | +132.9% | -70.1% | +56.2% |
| All | +62.9% | +135.3% | -72.5% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling