+3,280.3%
PEP vs MNST
+598,486.6%
-595,206.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +6.7% | +3.2% | +3.5% | +6.5% |
| 30D | +13.5% | +10.6% | +2.9% | +13.1% |
| 3M | +3.9% | +1.3% | +2.7% | +3.9% |
| 6M | -6.0% | +26.2% | -32.2% | -6.9% |
| YTD | +2.5% | +24.8% | -22.3% | +1.5% |
| 1Y | +3.9% | +40.9% | -37.0% | +2.5% |
| 3Y | -4.7% | +72.2% | -76.8% | -6.8% |
| 5Y | +1.1% | +108.8% | -107.7% | -1.9% |
| 10Y | +83.8% | +324.4% | -240.6% | +74.5% |
| All | +3,280.3% | +598,486.6% | -595,206.3% | +2,636.1% |
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