+313.1%
MNST vs PPL
+62.1%
+250.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -5.0% | -1.2% | -3.7% | -4.5% |
| 30D | +4.6% | +4.2% | +0.3% | +2.8% |
| 3M | +1.0% | +1.5% | -0.5% | +0.2% |
| 6M | +5.8% | +1.0% | +4.7% | +4.9% |
| YTD | +19.1% | +4.4% | +14.7% | +16.0% |
| 1Y | +30.9% | +0.8% | +30.2% | +29.4% |
| 3Y | +65.7% | +56.5% | +9.3% | +34.5% |
| 5Y | +99.0% | +47.7% | +51.3% | +64.3% |
| 10Y | +313.1% | +64.4% | +248.7% | +192.2% |
| All | +313.1% | +62.1% | +250.9% | +192.2% |
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