+354.7%
MNST vs PPG
+53.9%
+300.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +5.1% | +17.6% | -12.5% | -1.1% |
| 3M | -0.5% | +7.5% | -7.9% | -3.3% |
| 6M | +8.1% | +17.6% | -9.5% | +1.1% |
| YTD | +21.2% | +22.6% | -1.4% | +10.7% |
| 1Y | +30.7% | +28.0% | +2.7% | +17.3% |
| 3Y | +67.3% | +1.8% | +65.5% | +60.9% |
| 5Y | +101.9% | -15.5% | +117.3% | +104.7% |
| All | +354.7% | +53.9% | +300.8% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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