+105.9%
GILD vs MNST
+53.9%
+52.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.9% |
| 3M | +14.9% | -5.7% | +20.6% | +16.0% |
| 6M | -0.4% | +12.0% | -12.3% | -3.0% |
| YTD | +18.5% | +13.2% | +5.3% | +14.8% |
| 1Y | +25.1% | +36.1% | -10.9% | +15.1% |
| 3Y | +105.9% | +52.9% | +53.0% | +86.5% |
| All | +105.9% | +53.9% | +52.0% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling