+273.2%
PANW vs MNST
+101.2%
+172.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.2% |
| 30D | -14.1% | +5.1% | -19.1% | -15.5% |
| 3M | -18.6% | -0.5% | -18.2% | -18.9% |
| 6M | +41.5% | +8.1% | +33.3% | +37.4% |
| YTD | +74.9% | +21.2% | +53.7% | +62.4% |
| 1Y | +57.4% | +30.7% | +26.6% | +42.0% |
| 3Y | +152.1% | +67.3% | +84.8% | +103.8% |
| All | +273.2% | +101.2% | +172.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 5y: compounded portfolio wealth divided by compounded MNST 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…
5y analysis · Full analysis span regression · 6 months rolling