+333.2%
MNST vs PTC
+317.3%
+15.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -6.9% | +0.5% | -7.4% | -7.0% |
| 30D | +3.7% | +0.9% | +2.8% | +3.5% |
| 3M | -0.3% | +30.4% | -30.7% | -7.4% |
| 6M | +5.1% | +34.4% | -29.3% | -3.8% |
| YTD | +18.4% | +12.6% | +5.8% | +12.8% |
| 1Y | +26.3% | +10.2% | +16.1% | +20.9% |
| 3Y | +64.3% | +29.4% | +34.9% | +45.4% |
| 5Y | +96.8% | +63.7% | +33.1% | +59.3% |
| 10Y | +333.2% | +316.9% | +16.3% | +173.0% |
| All | +333.2% | +317.3% | +15.9% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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