+346.0%
MNST vs PWR
+1,857.9%
-1,511.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -4.7% | +19.1% | -23.8% | -7.5% |
| 30D | +5.2% | -12.0% | +17.2% | +6.7% |
| 3M | -0.9% | -10.6% | +9.7% | -0.1% |
| 6M | +6.1% | -20.8% | +27.0% | +8.7% |
| YTD | +18.9% | +43.7% | -24.9% | +7.2% |
| 1Y | +29.3% | +35.0% | -5.7% | +17.9% |
| 3Y | +64.9% | +249.4% | -184.5% | +13.8% |
| 5Y | +98.0% | +422.1% | -324.1% | +18.3% |
| All | +346.0% | +1,857.9% | -1,511.9% | +65.9% |
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