+355.9%
MNST vs PR
+160.5%
+195.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.9% | +3.5% |
| 7D | +6.8% | -12.1% | +18.9% | +7.1% |
| 30D | +12.0% | +0.9% | +11.1% | +12.0% |
| 3M | +3.5% | +10.1% | -6.6% | +3.2% |
| 6M | +29.7% | +1.1% | +28.5% | +29.5% |
| YTD | +27.2% | +63.7% | -36.5% | +25.1% |
| 1Y | +45.8% | +87.0% | -41.2% | +42.8% |
| 3Y | +75.5% | +70.7% | +4.7% | +71.5% |
| 5Y | +122.1% | +246.8% | -124.7% | +110.5% |
| 10Y | +332.6% | +72.6% | +260.0% | +324.0% |
| All | +355.9% | +160.5% | +195.4% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling