+303.0%
MNST vs PWR
+1,833.2%
-1,530.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -5.4% |
| 7D | -3.4% | -12.9% | +9.4% | -1.7% |
| 30D | +6.6% | -22.8% | +29.5% | +10.5% |
| 3M | -2.9% | -19.0% | +16.1% | -0.6% |
| 6M | +18.4% | -31.1% | +49.5% | +24.1% |
| YTD | +19.3% | +28.3% | -9.0% | +9.7% |
| 1Y | +37.9% | +22.2% | +15.7% | +27.9% |
| 3Y | +62.9% | +222.2% | -159.3% | +14.2% |
| 5Y | +99.6% | +364.2% | -264.6% | +22.8% |
| All | +303.0% | +1,833.2% | -1,530.2% | +66.0% |
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