+248.7%
MNST vs PNR
+66.6%
+182.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -2.2% | -5.5% | +3.2% | -0.6% |
| 30D | -5.4% | -15.6% | +10.2% | -0.5% |
| 3M | -5.5% | -20.2% | +14.7% | +0.4% |
| 6M | +12.4% | -36.6% | +49.0% | +27.7% |
| YTD | +12.4% | -45.0% | +57.4% | +32.9% |
| 1Y | +37.2% | -47.4% | +84.6% | +64.2% |
| 3Y | +52.9% | -13.7% | +66.6% | +49.9% |
| 5Y | +79.7% | -20.8% | +100.5% | +77.2% |
| All | +248.7% | +66.6% | +182.1% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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