+354.7%
MNST vs PR
+86.0%
+268.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.9% |
| 7D | +1.6% | +6.0% | -4.4% | +1.5% |
| 30D | +5.1% | -4.2% | +9.3% | +5.2% |
| 3M | -0.5% | +10.0% | -10.4% | -0.8% |
| 6M | +8.1% | +15.6% | -7.5% | +7.6% |
| YTD | +21.2% | +68.2% | -47.0% | +19.1% |
| 1Y | +30.7% | +79.2% | -48.5% | +28.2% |
| 3Y | +67.3% | +94.9% | -27.6% | +62.9% |
| 5Y | +101.9% | +272.8% | -170.9% | +91.0% |
| All | +354.7% | +86.0% | +268.7% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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