+194.2%
MNST vs PDD
+199.6%
-5.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | +3.9% | -2.4% | +6.3% | +4.1% |
| 3M | -0.8% | -14.6% | +13.8% | +0.2% |
| 6M | +5.1% | -19.6% | +24.7% | +6.4% |
| YTD | +18.3% | -30.0% | +48.2% | +20.8% |
| 1Y | +29.5% | -42.5% | +72.0% | +34.0% |
| 3Y | +64.0% | -27.2% | +91.2% | +63.6% |
| 5Y | +97.2% | -8.2% | +105.4% | +83.6% |
| All | +194.2% | +199.6% | -5.4% | +144.6% |
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