+62.9%
MNST vs PWR
+221.0%
-158.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -4.2% |
| 7D | -3.4% | -12.9% | +9.4% | -3.8% |
| 30D | +6.6% | -22.8% | +29.5% | +6.0% |
| 3M | -2.9% | -19.0% | +16.1% | -3.3% |
| 6M | +18.4% | -31.1% | +49.6% | +17.9% |
| YTD | +19.3% | +28.2% | -9.0% | +18.7% |
| 1Y | +37.9% | +22.2% | +15.7% | +37.2% |
| 3Y | +62.9% | +222.1% | -159.2% | +57.4% |
| All | +62.9% | +221.0% | -158.1% | +57.4% |
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