+216.0%
GLD vs MNST
+242.3%
-26.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | -6.5% | +6.0% | -0.3% |
| 30D | +4.4% | -7.2% | +11.6% | +4.7% |
| 3M | -1.1% | -1.0% | -0.1% | -1.1% |
| 6M | -13.8% | +11.5% | -25.3% | -14.2% |
| YTD | +2.6% | +14.3% | -11.7% | +2.0% |
| 1Y | +24.5% | +38.1% | -13.6% | +23.0% |
| 3Y | +125.8% | +55.0% | +70.9% | +122.1% |
| 5Y | +137.8% | +79.6% | +58.2% | +133.0% |
| All | +216.0% | +242.3% | -26.2% | +204.8% |
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