+3,159.9%
PEP vs MNST
+548,301.9%
-545,142.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -6.5% | +5.1% | -1.1% |
| 30D | +0.2% | -7.2% | +7.5% | +0.5% |
| 3M | -1.1% | -1.0% | -0.1% | -1.1% |
| 6M | -13.5% | +11.5% | -25.0% | -13.9% |
| YTD | -1.2% | +14.3% | -15.5% | -1.8% |
| 1Y | -1.6% | +38.1% | -39.7% | -2.9% |
| 3Y | -12.5% | +55.0% | -67.5% | -14.1% |
| 5Y | +3.0% | +79.6% | -76.6% | +0.5% |
| 10Y | +73.9% | +241.8% | -167.9% | +66.2% |
| All | +3,159.9% | +548,301.9% | -545,142.0% | +2,547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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