+205.0%
GLD vs MNST
+301.8%
-96.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | +4.7% | -3.4% | +8.1% | +4.8% |
| 30D | -0.9% | +6.6% | -7.5% | -1.1% |
| 3M | -4.4% | -2.9% | -1.5% | -4.3% |
| 6M | -13.6% | +18.4% | -32.0% | -14.2% |
| YTD | -6.0% | +19.3% | -25.3% | -6.7% |
| 1Y | +1.8% | +37.9% | -36.1% | +0.5% |
| 3Y | +103.2% | +62.9% | +40.3% | +99.5% |
| 5Y | +119.3% | +99.6% | +19.8% | +114.2% |
| All | +205.0% | +301.8% | -96.8% | +193.8% |
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