+257.2%
PLD vs MNST
+344.7%
-87.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.7% |
| 7D | +1.3% | +1.6% | -0.3% | +0.7% |
| 30D | -1.4% | +5.1% | -6.4% | -3.6% |
| 3M | -8.2% | -0.5% | -7.7% | -8.4% |
| 6M | -8.0% | +8.1% | -16.1% | -11.6% |
| YTD | +3.2% | +21.2% | -18.0% | -6.4% |
| 1Y | +7.0% | +30.7% | -23.7% | -6.2% |
| 3Y | +38.3% | +67.3% | -29.0% | +6.3% |
| 5Y | +0.2% | +101.9% | -101.7% | -30.6% |
| All | +257.2% | +344.7% | -87.5% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling