+101.3%
MNST vs PTC
+55.9%
+45.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | -2.9% | +32.1% | -35.0% | -7.9% |
| 6M | +18.4% | +42.6% | -24.2% | +10.0% |
| YTD | +19.3% | +12.0% | +7.3% | +16.4% |
| 1Y | +37.9% | +12.2% | +25.7% | +34.4% |
| 3Y | +62.9% | +31.2% | +31.7% | +44.1% |
| All | +101.3% | +55.9% | +45.4% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling