+104.8%
GLD vs MNST
+72.2%
+32.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +1.9% | +3.2% | -1.3% | +1.7% |
| 30D | -1.8% | +10.6% | -12.4% | -2.3% |
| 3M | -3.6% | +1.3% | -4.9% | -3.7% |
| 6M | -10.2% | +26.2% | -36.4% | -11.5% |
| YTD | -5.3% | +24.8% | -30.0% | -6.6% |
| 1Y | +2.5% | +40.9% | -38.5% | +0.8% |
| All | +104.8% | +72.2% | +32.6% | +103.4% |
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