+1,668.3%
PLTR vs MNST
+131.3%
+1,537.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.8% |
| 7D | +4.7% | +1.6% | +3.1% | +4.2% |
| 30D | -16.4% | +5.1% | -21.5% | -18.1% |
| 3M | -6.2% | -0.5% | -5.7% | -6.5% |
| 6M | +29.2% | +8.1% | +21.0% | +23.9% |
| YTD | -5.5% | +21.2% | -26.7% | -14.6% |
| 1Y | -2.4% | +30.7% | -33.1% | -14.9% |
| 3Y | +752.3% | +67.3% | +685.0% | +543.7% |
| 5Y | +635.8% | +101.9% | +534.0% | +370.8% |
| All | +1,668.3% | +131.3% | +1,537.0% | +936.3% |
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