-81.0%
PYPL vs MNST
+80.0%
-161.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -6.5% | +9.2% | +5.5% |
| 30D | -4.9% | -7.2% | +2.3% | -2.1% |
| 3M | +28.9% | -1.0% | +29.9% | +29.0% |
| 6M | +18.2% | +11.5% | +6.8% | +11.7% |
| YTD | -5.0% | +14.3% | -19.3% | -11.9% |
| 1Y | -18.8% | +38.1% | -56.9% | -31.9% |
| 3Y | -12.6% | +55.0% | -67.6% | -32.2% |
| All | -81.0% | +80.0% | -161.1% | -87.4% |
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 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