+309.8%
MNST vs PR
+169.5%
+140.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -1.0% | +16.9% | -17.9% | -1.5% |
| 6M | +11.5% | +28.2% | -16.7% | +10.6% |
| YTD | +14.3% | +69.3% | -55.0% | +12.4% |
| 1Y | +38.1% | +69.5% | -31.4% | +35.7% |
| 3Y | +55.0% | +81.7% | -26.7% | +51.2% |
| 5Y | +79.6% | +422.2% | -342.6% | +68.5% |
| 10Y | +241.8% | +110.4% | +131.4% | +232.3% |
| All | +309.8% | +169.5% | +140.3% | +286.7% |
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 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