+598,486.6%
MNST vs PH
+23,338.9%
+575,147.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | +3.2% | -3.9% | +7.1% | +4.1% |
| 30D | +10.6% | -9.4% | +20.0% | +13.0% |
| 3M | +1.3% | -10.3% | +11.6% | +3.6% |
| 6M | +26.2% | +2.7% | +23.5% | +24.6% |
| YTD | +24.8% | +2.1% | +22.6% | +23.0% |
| 1Y | +40.9% | +16.2% | +24.7% | +34.3% |
| 3Y | +72.2% | +129.3% | -57.1% | +34.9% |
| 5Y | +108.8% | +191.7% | -82.9% | +51.7% |
| 10Y | +324.4% | +759.2% | -434.8% | +125.8% |
| All | +598,486.6% | +23,338.9% | +575,147.7% | +208,672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling