+88.3%
MNST vs PL
+28.1%
+60.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.4% | -14.8% | -4.8% |
| 7D | -3.4% | -6.8% | +3.4% | -3.2% |
| 30D | +6.6% | -29.3% | +35.9% | +7.8% |
| 3M | -2.9% | -44.8% | +41.9% | -1.0% |
| 6M | +18.4% | -68.4% | +86.8% | +22.8% |
| YTD | +19.3% | -36.4% | +55.6% | +19.3% |
| 1Y | +37.9% | +0.7% | +37.2% | +34.7% |
| 3Y | +62.9% | +455.3% | -392.4% | +37.8% |
| 5Y | +99.6% | +22.7% | +76.9% | +77.2% |
| All | +88.3% | +28.1% | +60.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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