+98.0%
MNST vs PPG
-14.6%
+112.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | -4.7% | -0.2% | -4.6% | -4.7% |
| 30D | +5.2% | +17.7% | -12.5% | -0.5% |
| 3M | -0.9% | +7.4% | -8.3% | -3.4% |
| 6M | +6.1% | +16.4% | -10.3% | +0.1% |
| YTD | +18.9% | +22.4% | -3.5% | +9.5% |
| 1Y | +29.3% | +28.6% | +0.7% | +16.9% |
| 3Y | +64.9% | +2.0% | +62.9% | +59.2% |
| 5Y | +98.0% | -15.6% | +113.6% | +110.2% |
| All | +98.0% | -14.6% | +112.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling