+192.1%
PM vs MNST
+242.3%
-50.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -4.9% | -6.5% | +1.6% | -2.8% |
| 30D | -3.4% | -7.2% | +3.8% | -1.1% |
| 3M | +5.2% | -1.0% | +6.2% | +5.4% |
| 6M | +3.7% | +11.5% | -7.8% | -0.3% |
| YTD | +15.8% | +14.3% | +1.5% | +10.1% |
| 1Y | +17.4% | +38.1% | -20.8% | +4.8% |
| 3Y | +116.9% | +55.0% | +61.9% | +83.9% |
| 5Y | +117.3% | +79.6% | +37.7% | +71.9% |
| All | +192.1% | +242.3% | -50.2% | +93.3% |
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