+97.0%
MNST vs PL
+16.0%
+80.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.1% | +8.2% | -1.5% |
| 7D | +3.2% | -20.5% | +23.7% | +4.0% |
| 30D | +10.6% | -38.8% | +49.4% | +12.4% |
| 3M | +1.3% | -49.1% | +50.4% | +3.5% |
| 6M | +26.2% | -69.4% | +95.6% | +30.9% |
| YTD | +24.8% | -42.3% | +67.1% | +25.2% |
| 1Y | +40.9% | -14.2% | +55.1% | +38.6% |
| 3Y | +72.2% | +398.7% | -326.5% | +46.3% |
| 5Y | +108.8% | +11.1% | +97.7% | +86.0% |
| All | +97.0% | +16.0% | +80.9% | +73.0% |
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