+159.7%
GILD vs MNST
+253.9%
-94.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -1.0% | -3.9% | -4.6% |
| 30D | +5.8% | -5.6% | +11.4% | +7.3% |
| 3M | +14.9% | -5.7% | +20.6% | +16.4% |
| 6M | -0.4% | +12.0% | -12.3% | -3.8% |
| YTD | +18.5% | +13.2% | +5.3% | +13.9% |
| 1Y | +25.1% | +36.1% | -10.9% | +14.0% |
| 3Y | +105.9% | +52.9% | +53.0% | +80.4% |
| 5Y | +143.0% | +81.0% | +62.0% | +101.2% |
| All | +159.7% | +253.9% | -94.2% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling