+127.7%
GLD vs MNST
+55.2%
+72.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | -6.5% | +6.0% | -0.2% |
| 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% | -14.5% |
| YTD | +2.6% | +14.3% | -11.7% | +1.6% |
| 1Y | +24.5% | +38.1% | -13.6% | +22.8% |
| All | +127.7% | +55.2% | +72.5% | +126.6% |
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