+65.7%
MNST vs PWR
+245.6%
-179.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.5% | +0.1% |
| 7D | -5.0% | -4.8% | -0.2% | -5.0% |
| 30D | +4.6% | -16.2% | +20.8% | +4.3% |
| 3M | +1.0% | -11.9% | +13.0% | +0.8% |
| 6M | +5.8% | -20.6% | +26.4% | +5.6% |
| YTD | +19.1% | +40.3% | -21.2% | +18.9% |
| 1Y | +30.9% | +33.0% | -2.1% | +30.6% |
| 3Y | +65.7% | +250.0% | -184.3% | +61.4% |
| All | +65.7% | +245.6% | -179.9% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling