+56.6%
MNST vs PR
+73.2%
-16.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -6.5% | +2.9% | -9.4% | -6.5% |
| 30D | -7.2% | +18.0% | -25.3% | -7.1% |
| 3M | -1.0% | +16.9% | -17.9% | -0.8% |
| 6M | +11.5% | +28.2% | -16.7% | +11.4% |
| YTD | +14.3% | +69.3% | -55.0% | +13.4% |
| 1Y | +38.1% | +69.5% | -31.4% | +37.1% |
| All | +56.6% | +73.2% | -16.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling