+19.9%
PM vs MNST
+27.5%
-7.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.3% |
| 7D | -3.4% | +3.2% | -6.6% | -3.8% |
| 30D | +5.8% | +10.6% | -4.8% | +4.3% |
| 3M | +6.7% | +1.3% | +5.4% | +6.4% |
| 6M | +19.9% | +26.2% | -6.3% | +20.7% |
| All | +19.9% | +27.5% | -7.7% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling