+60.6%
PFE vs MNST
+301.8%
-241.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.5% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | +5.0% | +6.6% | -1.7% | +3.3% |
| 3M | +12.2% | -2.9% | +15.1% | +12.8% |
| 6M | +14.6% | +18.4% | -3.9% | +8.9% |
| YTD | +24.1% | +19.3% | +4.9% | +17.4% |
| 1Y | +26.6% | +37.9% | -11.3% | +14.9% |
| 3Y | +14.3% | +62.9% | -48.6% | -2.0% |
| 5Y | -21.9% | +99.6% | -121.5% | -38.0% |
| All | +60.6% | +301.8% | -241.2% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling