+354.7%
MNST vs PTC
+312.5%
+42.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +5.1% | +1.2% | +3.8% | +4.8% |
| 3M | -0.5% | +27.4% | -27.8% | -7.0% |
| 6M | +8.1% | +39.2% | -31.1% | -1.9% |
| YTD | +21.2% | +12.5% | +8.7% | +15.5% |
| 1Y | +30.7% | +12.3% | +18.5% | +24.5% |
| 3Y | +67.3% | +28.8% | +38.5% | +48.2% |
| 5Y | +101.9% | +60.9% | +41.0% | +64.2% |
| All | +354.7% | +312.5% | +42.3% | +185.1% |
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