+84.2%
MNST vs PR
+433.6%
-349.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -6.5% | +2.9% | -9.4% | -6.6% |
| 30D | -7.2% | +18.0% | -25.3% | -7.9% |
| 3M | -1.0% | +16.9% | -17.9% | -1.7% |
| 6M | +11.5% | +28.2% | -16.7% | +10.0% |
| YTD | +14.3% | +69.3% | -55.0% | +11.0% |
| 1Y | +38.1% | +69.5% | -31.4% | +34.1% |
| 3Y | +55.0% | +81.7% | -26.7% | +48.1% |
| All | +84.2% | +433.6% | -349.5% | +59.0% |
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