+162.6%
PM vs MNST
+101.2%
+61.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.7% |
| 7D | +0.5% | +1.6% | -1.1% | +0.1% |
| 30D | -3.2% | +5.1% | -8.3% | -4.4% |
| 3M | +6.2% | -0.5% | +6.7% | +6.3% |
| 6M | +7.7% | +8.1% | -0.5% | +5.5% |
| YTD | +27.3% | +21.2% | +6.1% | +20.7% |
| 1Y | +32.8% | +30.7% | +2.0% | +23.5% |
| 3Y | +150.0% | +67.3% | +82.7% | +116.9% |
| All | +162.6% | +101.2% | +61.4% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling