+62.9%
MNST vs PLUG
-78.4%
+141.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.4% | -11.8% | -4.4% |
| 7D | -3.4% | +5.8% | -9.3% | -3.4% |
| 30D | +6.6% | -18.5% | +25.2% | +6.7% |
| 3M | -2.9% | -30.0% | +27.1% | -2.8% |
| 6M | +18.4% | -56.2% | +74.6% | +18.6% |
| YTD | +19.3% | -26.4% | +45.7% | +19.2% |
| 1Y | +37.9% | -42.2% | +80.1% | +38.0% |
| 3Y | +62.9% | -76.8% | +139.7% | +62.3% |
| All | +62.9% | -78.4% | +141.2% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling