+50.9%
MNST vs PHM
+50.2%
+0.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.6% | -3.9% | +0.3% | -2.9% |
| 30D | -6.3% | -8.6% | +2.3% | -4.9% |
| 3M | -5.0% | -2.9% | -2.0% | -4.7% |
| 6M | +13.1% | -5.7% | +18.8% | +13.7% |
| YTD | +11.8% | +1.9% | +9.9% | +11.0% |
| 1Y | +35.2% | -12.3% | +47.6% | +37.0% |
| All | +50.9% | +50.2% | +0.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling