+251.3%
MNST vs PENG
+762.7%
-511.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.1% |
| 7D | -6.5% | +4.5% | -11.0% | -6.8% |
| 30D | -7.2% | -7.1% | -0.1% | -6.9% |
| 3M | -1.0% | -27.3% | +26.2% | 0.0% |
| 6M | +11.5% | +169.6% | -158.1% | -0.6% |
| YTD | +14.3% | +164.6% | -150.3% | +1.8% |
| 1Y | +38.1% | +109.5% | -71.3% | +25.0% |
| 3Y | +55.0% | +98.9% | -43.9% | +34.4% |
| 5Y | +79.6% | +116.3% | -36.6% | +50.2% |
| All | +251.3% | +762.7% | -511.3% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 all: compounded portfolio wealth divided by compounded PENG 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…
all analysis · Full analysis span regression · 6 months rolling