-70.2%
PYPL vs MNST
+97.2%
-167.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.2% | -6.9% | +5.7% | +1.7% |
| 30D | +6.1% | +3.7% | +2.4% | +4.4% |
| 3M | +1.1% | -0.3% | +1.3% | +0.9% |
| 6M | +32.7% | +5.1% | +27.7% | +29.2% |
| YTD | +2.8% | +18.4% | -15.6% | -6.3% |
| 1Y | -10.8% | +26.3% | -37.0% | -21.4% |
| 3Y | +9.8% | +64.3% | -54.4% | -17.6% |
| 5Y | -70.2% | +96.8% | -167.0% | -81.7% |
| All | -70.2% | +97.2% | -167.4% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling