+610,000.3%
MNST vs PPL
+2,153.2%
+607,847.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +6.8% | +1.8% | +5.0% | +6.2% |
| 30D | +12.0% | +8.4% | +3.6% | +9.5% |
| 3M | +3.5% | +2.4% | +1.1% | +2.7% |
| 6M | +29.7% | -4.0% | +33.6% | +30.7% |
| YTD | +27.2% | +4.5% | +22.7% | +25.0% |
| 1Y | +45.8% | +1.7% | +44.1% | +44.3% |
| 3Y | +75.5% | +55.5% | +20.0% | +53.6% |
| 5Y | +122.1% | +47.0% | +75.1% | +96.8% |
| 10Y | +332.6% | +62.4% | +270.2% | +265.1% |
| All | +610,000.3% | +2,153.2% | +607,847.1% | +591,629.9% |
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