+195.7%
MNST vs PDD
+192.6%
+3.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.5% |
| 7D | -4.7% | -7.6% | +2.9% | -4.2% |
| 30D | +5.2% | -5.4% | +10.6% | +5.6% |
| 3M | -0.9% | -12.9% | +12.0% | 0.0% |
| 6M | +6.1% | -19.0% | +25.1% | +7.4% |
| YTD | +18.9% | -31.6% | +50.5% | +21.6% |
| 1Y | +29.3% | -43.0% | +72.3% | +33.9% |
| 3Y | +64.9% | -28.9% | +93.8% | +64.7% |
| 5Y | +98.0% | -18.4% | +116.4% | +86.0% |
| All | +195.7% | +192.6% | +3.1% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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