+35.8%
PFE vs MNST
+242.3%
-206.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +1.8% | -6.5% | +8.2% | +3.5% |
| 30D | +10.2% | -7.2% | +17.4% | +12.2% |
| 3M | +12.7% | -1.0% | +13.7% | +12.7% |
| 6M | +10.5% | +11.5% | -0.9% | +6.7% |
| YTD | +20.2% | +14.3% | +5.8% | +15.0% |
| 1Y | +24.1% | +38.1% | -14.1% | +12.3% |
| 3Y | -3.6% | +55.0% | -58.5% | -16.4% |
| 5Y | -20.9% | +79.6% | -100.5% | -35.2% |
| All | +35.8% | +242.3% | -206.4% | -3.6% |
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