+328.4%
MNST vs PLUG
+9.2%
+319.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -3.8% |
| 30D | +3.9% | -18.7% | +22.6% | +4.6% |
| 3M | -0.8% | -35.3% | +34.5% | +0.7% |
| 6M | +5.1% | -56.2% | +61.3% | +8.0% |
| YTD | +18.3% | -30.7% | +49.0% | +18.5% |
| 1Y | +29.5% | -46.7% | +76.2% | +30.9% |
| 3Y | +64.0% | -61.3% | +125.4% | +59.4% |
| 5Y | +97.2% | -96.6% | +193.8% | +113.4% |
| 10Y | +328.4% | +1.1% | +327.3% | +257.2% |
| All | +328.4% | +9.2% | +319.2% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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