+1,706.1%
PLTR vs MNST
+126.9%
+1,579.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +10.7% | -4.7% | +15.4% | +12.4% |
| 30D | -17.8% | +5.2% | -23.0% | -19.5% |
| 3M | +0.3% | -0.9% | +1.2% | +0.1% |
| 6M | +26.2% | +6.1% | +20.0% | +21.8% |
| YTD | -3.5% | +18.9% | -22.3% | -12.2% |
| 1Y | -6.8% | +29.3% | -36.1% | -18.6% |
| 3Y | +772.3% | +64.9% | +707.4% | +561.3% |
| 5Y | +651.6% | +98.0% | +553.6% | +384.1% |
| All | +1,706.1% | +126.9% | +1,579.2% | +965.6% |
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