+101.3%
MNST vs PR
+225.0%
-123.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.5% |
| 7D | -3.4% | -16.4% | +13.0% | -2.8% |
| 30D | +6.6% | -1.9% | +8.5% | +6.6% |
| 3M | -2.9% | +8.0% | -10.8% | -3.3% |
| 6M | +18.4% | +4.1% | +14.3% | +18.0% |
| YTD | +19.3% | +58.7% | -39.4% | +15.9% |
| 1Y | +37.9% | +75.8% | -37.9% | +33.2% |
| 3Y | +62.9% | +73.2% | -10.3% | +55.6% |
| All | +101.3% | +225.0% | -123.7% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling