+148.4%
PM vs MNST
+72.2%
+76.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.2% |
| 7D | -3.4% | +3.2% | -6.6% | -4.0% |
| 30D | +5.8% | +10.6% | -4.8% | +3.4% |
| 3M | +6.7% | +1.3% | +5.4% | +6.3% |
| 6M | +19.9% | +26.2% | -6.3% | +13.6% |
| YTD | +27.8% | +24.8% | +3.0% | +21.3% |
| 1Y | +39.4% | +40.9% | -1.6% | +28.6% |
| All | +148.4% | +72.2% | +76.2% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling