+234.7%
PM vs MNST
+316.3%
-81.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -7.3% | -5.0% | -2.3% | -5.8% |
| 30D | -4.0% | +4.6% | -8.6% | -5.4% |
| 3M | +2.7% | +1.0% | +1.7% | +2.3% |
| 6M | +14.9% | +5.8% | +9.1% | +12.5% |
| YTD | +23.5% | +19.1% | +4.5% | +15.9% |
| 1Y | +30.4% | +30.9% | -0.6% | +18.6% |
| 3Y | +143.2% | +65.7% | +77.5% | +102.2% |
| 5Y | +159.5% | +99.0% | +60.5% | +98.5% |
| 10Y | +234.7% | +313.1% | -78.4% | +104.9% |
| All | +234.7% | +316.3% | -81.7% | +104.9% |
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