+765.0%
PLTR vs MNST
+64.6%
+700.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.5% |
| 7D | -12.9% | -3.4% | -9.5% | -12.8% |
| 30D | -17.4% | +6.6% | -24.0% | -17.5% |
| 3M | +2.9% | -2.9% | +5.7% | +2.9% |
| 6M | +19.9% | +18.4% | +1.4% | +18.1% |
| YTD | -9.8% | +19.3% | -29.0% | -11.6% |
| 1Y | -8.4% | +37.9% | -46.3% | -12.1% |
| 3Y | +765.0% | +62.9% | +702.2% | +753.3% |
| All | +765.0% | +64.6% | +700.5% | +753.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling