+109.1%
GLD vs MNST
+63.0%
+46.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.9% | -5.0% | +9.9% | +5.2% |
| 30D | -1.3% | +4.6% | -5.9% | -1.5% |
| 3M | -4.8% | +1.0% | -5.8% | -4.8% |
| 6M | -12.5% | +5.8% | -18.3% | -12.8% |
| YTD | -4.2% | +19.1% | -23.3% | -5.4% |
| 1Y | +3.0% | +30.9% | -27.9% | +1.7% |
| 3Y | +109.1% | +65.7% | +43.4% | +108.2% |
| All | +109.1% | +63.0% | +46.1% | +108.2% |
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