+333.2%
MNST vs PWR
+1,887.5%
-1,554.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | -0.5% |
| 7D | -6.9% | +4.7% | -11.6% | -7.8% |
| 30D | +3.7% | -12.5% | +16.2% | +5.4% |
| 3M | -0.3% | -9.3% | +9.0% | +0.3% |
| 6M | +5.1% | -22.2% | +27.3% | +8.0% |
| YTD | +18.4% | +44.2% | -25.7% | +6.8% |
| 1Y | +26.3% | +35.5% | -9.3% | +15.0% |
| 3Y | +64.3% | +250.4% | -186.2% | +13.4% |
| 5Y | +96.8% | +425.6% | -328.8% | +17.5% |
| 10Y | +333.2% | +1,874.2% | -1,541.0% | +61.8% |
| All | +333.2% | +1,887.5% | -1,554.3% | +61.8% |
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