+1,677.1%
PLTR vs MNST
+125.8%
+1,551.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -3.8% | -3.9% | +0.1% | -2.5% |
| 30D | -19.2% | +3.9% | -23.1% | -20.6% |
| 3M | -3.7% | -0.8% | -2.8% | -3.9% |
| 6M | +22.5% | +5.1% | +17.4% | +18.7% |
| YTD | -5.0% | +18.3% | -23.3% | -13.5% |
| 1Y | -12.8% | +29.5% | -42.3% | -23.9% |
| 3Y | +758.3% | +64.0% | +694.2% | +551.7% |
| 5Y | +649.6% | +97.2% | +552.5% | +383.7% |
| All | +1,677.1% | +125.8% | +1,551.3% | +950.3% |
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