+37.9%
MNST vs PTC
+5.5%
+32.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +6.6% | +0.8% | +5.9% | +6.6% |
| 3M | -2.9% | +32.1% | -35.0% | -3.7% |
| 6M | +18.4% | +42.6% | -24.2% | +17.2% |
| YTD | +19.3% | +12.0% | +7.3% | +15.4% |
| 1Y | +37.9% | +12.2% | +25.7% | +33.4% |
| All | +37.9% | +5.5% | +32.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling