+321.6%
MNST vs PPL
+62.9%
+258.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | +10.6% | +6.8% | +3.8% | +7.6% |
| 3M | +1.3% | +3.9% | -2.6% | -0.5% |
| 6M | +26.2% | -2.0% | +28.2% | +26.6% |
| YTD | +24.8% | +5.3% | +19.5% | +21.1% |
| 1Y | +40.9% | +2.2% | +38.8% | +38.4% |
| 3Y | +72.2% | +56.7% | +15.4% | +39.5% |
| 5Y | +108.8% | +49.1% | +59.7% | +71.7% |
| All | +321.6% | +62.9% | +258.7% | +208.4% |
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