+313.1%
MNST vs PHM
+746.3%
-433.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.8% |
| 7D | -5.0% | +3.5% | -8.5% | -5.8% |
| 30D | +4.6% | +21.2% | -16.6% | -0.5% |
| 3M | +1.0% | +2.5% | -1.4% | +0.1% |
| 6M | +5.8% | +16.1% | -10.3% | +1.2% |
| YTD | +19.1% | +16.6% | +2.4% | +13.3% |
| 1Y | +30.9% | +14.4% | +16.5% | +24.9% |
| 3Y | +65.7% | +71.9% | -6.2% | +36.8% |
| 5Y | +99.0% | +174.3% | -75.4% | +39.6% |
| 10Y | +313.1% | +744.0% | -430.9% | +144.6% |
| All | +313.1% | +746.3% | -433.3% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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