+241.7%
MNST vs PPL
+54.8%
+186.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | +2.7% | -9.1% | -7.5% |
| 30D | -7.2% | +0.5% | -7.7% | -7.5% |
| 3M | -1.0% | +0.7% | -1.7% | -1.5% |
| 6M | +11.5% | -7.6% | +19.1% | +14.6% |
| YTD | +14.3% | +1.8% | +12.5% | +12.6% |
| 1Y | +38.1% | -0.8% | +38.9% | +37.3% |
| 3Y | +55.0% | +56.9% | -1.9% | +25.3% |
| 5Y | +79.6% | +39.5% | +40.1% | +51.8% |
| All | +241.7% | +54.8% | +186.9% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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