+104.1%
GLD vs MNST
+101.2%
+2.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | -5.5% | +5.1% | -10.5% | -5.7% |
| 3M | -10.9% | -0.5% | -10.4% | -10.9% |
| 6M | -17.4% | +8.1% | -25.6% | -17.8% |
| YTD | -10.3% | +21.2% | -31.5% | -11.2% |
| 1Y | -7.2% | +30.7% | -37.9% | -8.3% |
| 3Y | +96.9% | +67.3% | +29.6% | +93.5% |
| All | +104.1% | +101.2% | +2.9% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling