+118.6%
GLD vs MNST
+100.5%
+18.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | +4.7% | -3.4% | +8.1% | +4.9% |
| 30D | -0.9% | +6.6% | -7.5% | -1.2% |
| 3M | -4.4% | -2.9% | -1.5% | -4.3% |
| 6M | -13.6% | +18.4% | -32.0% | -14.3% |
| YTD | -6.0% | +19.3% | -25.3% | -6.9% |
| 1Y | +1.8% | +37.9% | -36.1% | +0.4% |
| 3Y | +103.2% | +62.9% | +40.3% | +99.8% |
| All | +118.6% | +100.5% | +18.1% | +120.1% |
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