+354.7%
MNST vs PSX
+368.0%
-13.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +1.6% | +7.8% | -6.2% | +0.5% |
| 30D | +5.1% | -10.9% | +16.0% | +6.8% |
| 3M | -0.5% | +14.5% | -15.0% | -2.7% |
| 6M | +8.1% | +56.1% | -48.0% | +0.5% |
| YTD | +21.2% | +109.6% | -88.4% | +6.9% |
| 1Y | +30.7% | +95.5% | -64.8% | +16.5% |
| 3Y | +67.3% | +156.2% | -88.9% | +39.4% |
| 5Y | +101.9% | +310.0% | -208.1% | +49.1% |
| All | +354.7% | +368.0% | -13.3% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling