+241.7%
MNST vs PLUG
+43.7%
+198.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.7% |
| 7D | -6.5% | -0.9% | -5.6% | -6.5% |
| 30D | -7.2% | +3.3% | -10.6% | -7.4% |
| 3M | -1.0% | -39.7% | +38.7% | +0.8% |
| 6M | +11.5% | -12.5% | +24.0% | +11.4% |
| YTD | +14.3% | +10.2% | +4.2% | +12.6% |
| 1Y | +38.1% | +50.7% | -12.6% | +32.4% |
| 3Y | +55.0% | -74.5% | +129.5% | +54.8% |
| 5Y | +79.6% | -91.8% | +171.4% | +86.1% |
| All | +241.7% | +43.7% | +198.0% | +189.2% |
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