-73.9%
PYPL vs MNST
+100.5%
-174.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.3% |
| 7D | +3.9% | -3.4% | +7.3% | +5.3% |
| 30D | +7.8% | +6.6% | +1.2% | +4.9% |
| 3M | -0.7% | -2.9% | +2.2% | +0.2% |
| 6M | +28.8% | +18.4% | +10.3% | +18.6% |
| YTD | +2.4% | +19.3% | -16.9% | -6.9% |
| 1Y | -9.6% | +37.9% | -47.5% | -23.8% |
| 3Y | +9.7% | +62.9% | -53.2% | -16.9% |
| All | -73.9% | +100.5% | -174.4% | -84.2% |
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