+354.7%
MNST vs PWR
+1,844.4%
-1,489.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.1% |
| 7D | +1.6% | +11.3% | -9.7% | -0.2% |
| 30D | +5.1% | -8.9% | +13.9% | +6.0% |
| 3M | -0.5% | -10.5% | +10.0% | +0.3% |
| 6M | +8.1% | -22.2% | +30.3% | +11.1% |
| YTD | +21.2% | +42.7% | -21.6% | +9.4% |
| 1Y | +30.7% | +41.1% | -10.4% | +18.1% |
| 3Y | +67.3% | +242.7% | -175.4% | +16.1% |
| 5Y | +101.9% | +418.5% | -316.7% | +20.8% |
| All | +354.7% | +1,844.4% | -1,489.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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