+77.9%
MNST vs PPG
-20.0%
+97.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -3.6% | -3.7% | +0.2% | -2.3% |
| 30D | -6.3% | -7.2% | +0.9% | -4.0% |
| 3M | -5.0% | -7.3% | +2.4% | -2.9% |
| 6M | +13.1% | +0.3% | +12.9% | +12.1% |
| YTD | +11.8% | +6.5% | +5.2% | +8.0% |
| 1Y | +35.2% | +0.5% | +34.7% | +33.1% |
| 3Y | +52.0% | -15.3% | +67.3% | +56.8% |
| 5Y | +77.9% | -22.9% | +100.7% | +90.0% |
| All | +77.9% | -20.0% | +97.8% | +90.0% |
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 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