+248.7%
MNST vs PPG
+26.3%
+222.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -2.2% | -5.1% | +2.9% | -0.4% |
| 30D | -5.4% | -9.6% | +4.2% | -1.9% |
| 3M | -5.5% | -6.4% | +0.9% | -3.6% |
| 6M | +12.4% | +0.5% | +11.8% | +11.1% |
| YTD | +12.4% | +4.4% | +8.0% | +9.1% |
| 1Y | +37.2% | -0.9% | +38.1% | +35.4% |
| 3Y | +52.9% | -17.0% | +69.8% | +58.8% |
| 5Y | +79.7% | -23.7% | +103.3% | +88.6% |
| All | +248.7% | +26.3% | +222.3% | +196.0% |
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