+598,486.6%
MNST vs PPL
+2,170.9%
+596,315.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +10.6% | +6.8% | +3.8% | +8.5% |
| 3M | +1.3% | +3.9% | -2.6% | +0.1% |
| 6M | +26.2% | -2.0% | +28.2% | +26.5% |
| YTD | +24.8% | +5.3% | +19.5% | +22.4% |
| 1Y | +40.9% | +2.2% | +38.8% | +39.3% |
| 3Y | +72.2% | +56.7% | +15.4% | +50.3% |
| 5Y | +108.8% | +49.1% | +59.7% | +84.3% |
| 10Y | +324.4% | +63.6% | +260.8% | +257.4% |
| All | +598,486.6% | +2,170.9% | +596,315.7% | +579,171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling