+4,006.0%
PG vs MNST
+548,301.9%
-544,295.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.9% | -6.5% | +8.3% | +2.0% |
| 30D | -0.2% | -7.2% | +7.0% | -0.1% |
| 3M | +4.8% | -1.0% | +5.8% | +4.8% |
| 6M | -6.1% | +11.5% | -17.6% | -6.4% |
| YTD | +4.5% | +14.3% | -9.8% | +4.1% |
| 1Y | -5.3% | +38.1% | -43.4% | -6.1% |
| 3Y | +2.6% | +55.0% | -52.4% | +1.3% |
| 5Y | +15.6% | +79.6% | -64.0% | +13.7% |
| 10Y | +118.0% | +241.8% | -123.8% | +111.7% |
| All | +4,006.0% | +548,301.9% | -544,295.9% | +3,799.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling