+196.6%
MNST vs PDD
+213.3%
-16.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -3.4% | +5.6% | -9.0% | -3.8% |
| 30D | +6.6% | +5.8% | +0.9% | +6.2% |
| 3M | -2.9% | -8.6% | +5.7% | -2.4% |
| 6M | +18.4% | -18.8% | +37.3% | +19.9% |
| YTD | +19.3% | -26.8% | +46.0% | +21.4% |
| 1Y | +37.9% | -39.3% | +77.2% | +42.1% |
| 3Y | +62.9% | -22.5% | +85.4% | +61.8% |
| 5Y | +99.6% | -0.8% | +100.4% | +84.8% |
| All | +196.6% | +213.3% | -16.7% | +145.9% |
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