+101.3%
MNST vs PPL
+47.9%
+53.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +6.6% | +5.4% | +1.2% | +4.5% |
| 3M | -2.9% | +4.3% | -7.2% | -4.6% |
| 6M | +18.4% | -1.3% | +19.8% | +18.6% |
| YTD | +19.3% | +4.7% | +14.6% | +16.0% |
| 1Y | +37.9% | +1.3% | +36.6% | +36.0% |
| 3Y | +62.9% | +57.2% | +5.7% | +29.6% |
| All | +101.3% | +47.9% | +53.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling