-19.0%
PYPL vs MNST
+37.8%
-56.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | +2.4% | -6.5% | +8.9% | +2.7% |
| 30D | -5.1% | -7.2% | +2.1% | -4.8% |
| 3M | +28.6% | -1.0% | +29.6% | +29.0% |
| 6M | +17.9% | +11.5% | +6.5% | +18.2% |
| YTD | -5.3% | +14.3% | -19.6% | -5.9% |
| 1Y | -19.0% | +38.1% | -57.1% | -25.4% |
| All | -19.0% | +37.8% | -56.9% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling