+620.7%
GEV vs MNST
+46.8%
+573.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +3.3% | -6.5% | +9.8% | +2.9% |
| 30D | -7.5% | -7.2% | -0.2% | -7.8% |
| 3M | -2.2% | -1.0% | -1.2% | -2.5% |
| 6M | +12.1% | +11.5% | +0.6% | +11.1% |
| YTD | +44.4% | +14.3% | +30.1% | +43.6% |
| 1Y | +57.7% | +38.1% | +19.5% | +58.6% |
| All | +620.7% | +46.8% | +573.9% | +637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling