+354.7%
MNST vs PLUG
-25.0%
+379.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -10.5% | +12.4% | +2.4% |
| 7D | +1.6% | -23.4% | +25.1% | +2.6% |
| 30D | +5.1% | -23.4% | +28.5% | +6.0% |
| 3M | -0.5% | -51.7% | +51.3% | +2.2% |
| 6M | +8.1% | -72.0% | +80.1% | +13.2% |
| YTD | +21.2% | -43.7% | +64.8% | +22.3% |
| 1Y | +30.7% | -55.4% | +86.1% | +33.1% |
| 3Y | +67.3% | -68.0% | +135.3% | +63.6% |
| 5Y | +101.9% | -97.4% | +199.3% | +121.1% |
| All | +354.7% | -25.0% | +379.7% | +270.5% |
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